Forecasting volatility of crude oil markets
- Auteur
- SANG HOON KANG1 ; KANG, Sang-Mok2 ; YOON, Seong-Min2
[1] Department of Business Administration, Gyeongsang National University, Jinju, 660-701, Korea, Republic of
[2] Department of Economics, Pusan National University, Busan, 609-735, Korea, Republic of - Source
Energy economics. 2009, Vol 31, Num 1, pp 119-125, 7 p ; ref : 1/2 p
- Editeur
- Elsevier, Amsterdam
- Pays de publication
- Netherlands
- Type de document
- Article
- Langue
- English
- Mot clé auteur
- C32 C52 CGARCH E30 FIGARCH Long memory Persistence Q40
- Mot clé (fr)
- Economie pétrolière Etude comparative Evaluation performance Modèle autorégressif Modélisation Prix Pétrole Volatilité
- Mot clé (en)
- Oil economy Comparative study Performance evaluation Autoregressive model Modeling Price Petroleum Volatility
- Mot clé (es)
- Economía petrolera Estudio comparativo Evaluación prestación Modelo autorregresivo Modelización Precio Petróleo Volatibilidad
- Classification
- Pascal
- 001 Sciences exactes et technologie / 001D Sciences appliquees / 001D06 Energie / 001D06A Etudes générales, économiques et professionnelles / 001D06A01 Economie de l'énergie / 001D06A01A Méthodologie. Modélisation
- Pascal
- 001 Sciences exactes et technologie / 001D Sciences appliquees / 001D06 Energie / 001D06A Etudes générales, économiques et professionnelles / 001D06A01 Economie de l'énergie / 001D06A01C Données économiques / 001D06A01C2 Combustibles fossiles et dérivés / 001D06A01C2B Pétrole
- Discipline
- Energy
- Provenance
- Inist-CNRS
- Base de données
- PASCAL
- Identifiant INIST
- 21024602
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.eneco.2008.09.006 
https://dx.doi.org/10.1016/j.eneco.2008.09.006
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