Zhang, Xun; Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Energy Economics 31 (2009) 5, pp. 768-778
The impact of extreme events on crude oil markets is of great importance in crude oil price analysis due to the fact that those events generally exert strong impact on crude oil markets. For better estimation of the impact of events on crude oil price volatility, this study attempts to use an...