Volatility dynamics and seasonality in energy prices: Implications for crack-spread price risk

Energy Journal

Volumn 32, Issue 3, 2011, Pages 27-58

  Suenaga, Hiroaki ^a   Smith, Aaron ^b  

^a CURTIN UNIVERSITY   (Australia)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80053648466     PISSN: 01956574     EISSN: None     Source Type: Trade Journal    
DOI: 10.5547/ISSN0195-6574-EJ-Vol32-No3-2     Document Type: Article

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