Metal volatility in presence of oil and interest rate shocks

Energy Economics

Volumn 30, Issue 2, 2008, Pages 606-620

  Hammoudeh, Shawkat ^a   Yuan, Yuan ^a  

^a DREXEL UNIVERSITY   (United States)

Author keywords

CGARCH; EGARCH; GARCH; News impact curves; Volatility

Indexed keywords

COPPER; ENERGY POLICY; GOLD; INDUSTRIAL ECONOMICS; INTERNATIONAL TRADE; SILVER;

METAL VOLATILITY;

CRUDE PETROLEUM;

COPPER; CRUDE OIL; ESTIMATION METHOD; EXPORT; GOLD; INTEREST RATE; MONETARY POLICY; RISK ASSESSMENT; SILVER;

EID: 37349076280     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2007.09.004     Document Type: Article

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