Jumps in the convenience yield of crude oil
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics
Reference55 articles.
1. Volatility in crude oil futures: a comparison of the predictive ability of GARCH and implied volatility models;Agnolucci;Energy Econ.,2009
2. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models;Aloui;Energy Policy,2010
3. What do we learn from the price of crude oil futures?;Alquist;J. Appl. Econometr.,2010
4. The effect of oil and gas price and price volatility on rig activity in tight formations and OPEC strategy;Ansari;Nat. Energy,2019
5. Oil price dynamics (2002–2006);Askari;Energy Econ.,2008
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Cheap Money, Geopolitics and Supernormal Backwardation of the WTI Forward Curve;Economics of Energy & Environmental Policy;2023-01-01
2. Valuation of European crude oil options with co-jump diffusions and stochastic interest rate;Journal of Industrial and Management Optimization;2023
3. Energy Price Jumps, Fat Tails and Climate Policy;Environmental Modeling & Assessment;2021-09-16
4. Time dynamics of connectedness between commodity convenience yields and zero-coupon inflation swap rates;Investment Analysts Journal;2020-08-26
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3