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Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying; Zhang, Yue-jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
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Spillover effect of US dollar exchange rate on oil prices
Zhang, Yue-jun; Fan, Ying; Tsai, Hsien-tang; Wei, Yi-Ming - In: Journal of policy modeling : JPMOD ; a social science … 30 (2008) 6, pp. 973-991
Persistent link: https://www.econbiz.de/10003805173