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
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © Elsevier 2014. This is an author produced version of a paper accepted for publication in Energy Economics. Uploaded in accordance with the publisher's self-archiving policy. |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York) |
Depositing User: | Pure (York) |
Date Deposited: | 04 Dec 2015 13:14 |
Last Modified: | 21 Jan 2025 17:17 |
Published Version: | https://doi.org/10.1016/j.eneco.2014.10.007 |
Status: | Published |
Refereed: | Yes |
Identification Number: | 10.1016/j.eneco.2014.10.007 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:81392 |
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Description: Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility