Modelling oil price volatility

Energy Policy

Volumn 35, Issue 12, 2007, Pages 6549-6553

  Narayan, Paresh Kumar ^a   Narayan, Seema ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b RMIT UNIVERSITY   (Australia)

Author keywords

Asymmetry; Shock persistence; Volatility

Indexed keywords

COSTS; ECONOMICS; MATHEMATICAL MODELS;

CRUDE OIL PRICE; PRICE VOLATILITY; SHOCK PERSISTENCE;

CRUDE PETROLEUM;

COMMODITY PRICE; CRUDE OIL; ENERGY MARKET; INNOVATION; MODELING;

EID: 35649008503     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2007.07.020     Document Type: Article

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