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Article

Baum, Christopher, Zerilli, Paola Z orcid.org/0000-0001-6589-5552 and Chen, Liyuan (2019) Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. Energy economics. 104481. ISSN 0140-9883

Chen, Liyuan, Zerilli, Paola Z orcid.org/0000-0001-6589-5552 and Baum, Christopher (2018) Leverage effects and stochastic volatility in spot oil returns : A Bayesian approach with VaR and CVaR applications. Energy economics. ISSN 0140-9883

Baum, Christopher and Zerilli, Paola Z orcid.org/0000-0001-6589-5552 (2016) Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. Energy economics. pp. 175-181. ISSN 0140-9883

This list was generated on Sat Oct 12 19:43:47 2019 BST.