GARCH in order to characterize the behavior of daily, weekly as well as monthly oil prices. Secondly, it relates its … characterized by GARCH as well as conditional jump behavior and that a considerable portion of the total variance is triggered by …

GARCH model in order to characterize the behavior of daily, weekly as well as monthly oil prices. Secondly, it relates its … characterized by GARCH as well as conditional jump behavior and that a considerable portion of the total variance is triggered by …

emissions trading market. Based on the application of a combined jump-GARCH model the behavior of EUA prices is characterized …. The jump-GARCH model explains the unsteady carbon price movement well and, moreover, shows that between 40 and 60 percent …

trading as a policy measure. Applying combined jump GARCH models yields strong evidence of conditional jump behavior. This …

GARCH in order to characterize the behavior of daily, weekly as well as monthly oil prices. Secondly, it relates its … characterized by GARCH as well as conditional jump behavior and that a considerable portion of the total variance is triggered by …

emissions trading market. Based on the application of a combined jump-GARCH model the behavior of EUA prices is characterized …. The jump-GARCH model explains the unsteady carbon price movement well and, moreover, shows that between 40 and 60 percent …

This paper studies the dynamic behavior of daily oil prices and finds strong evidenceof GARCH as well as conditional …

trading as a policy measure. Applying combined jump GARCH models yields strong evidence of conditional jump behavior. This …

This paper studies the dynamic behavior of daily oil prices and finds strong evidenceof GARCH as well as conditional …