FORECASTING THE CONDITIONAL VOLATILITY OF OIL SPOT AND FUTURES PRICES WITH STRUCTURAL BREAKS AND LONG MEMORY MODELS

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AROURI M.; LAHIANI A.; NGUYEN D.K.

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Journal Paper

Paper Information

Journal: ENERGY ECONOMICS Year:2012 | Volume:34 | Issue:1 Page(s): 0-0

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Title

FORECASTING THE CONDITIONAL VOLATILITY OF OIL SPOT AND FUTURES PRICES WITH STRUCTURAL BREAKS AND LONG MEMORY MODELS

Author(s)

AROURI M. | LAHIANI A. | NGUYEN D.K. | Issue Writer Certificate

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Abstract

Cites

LONG MEMORY INVESTIGATION AND APPLICATION OF WAVELET DECOMPOSITION TO IMPROVE THE PERFORMANCE OF STOCK MARKET VOLATILITY FORECASTING

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APA: Copy

AROURI, M., LAHIANI, A., & NGUYEN, D.K.. (2012). FORECASTING THE CONDITIONAL VOLATILITY OF OIL SPOT AND FUTURES PRICES WITH STRUCTURAL BREAKS AND LONG MEMORY MODELS. ENERGY ECONOMICS, 34(1), 0-0. SID. https://sid.ir/paper/642706/en

Vancouver: Copy

AROURI M., LAHIANI A., NGUYEN D.K.. FORECASTING THE CONDITIONAL VOLATILITY OF OIL SPOT AND FUTURES PRICES WITH STRUCTURAL BREAKS AND LONG MEMORY MODELS. ENERGY ECONOMICS[Internet]. 2012;34(1):0-0. Available from: https://sid.ir/paper/642706/en

IEEE: Copy

M. AROURI, A. LAHIANI, and D.K. NGUYEN, “FORECASTING THE CONDITIONAL VOLATILITY OF OIL SPOT AND FUTURES PRICES WITH STRUCTURAL BREAKS AND LONG MEMORY MODELS,” ENERGY ECONOMICS, vol. 34, no. 1, pp. 0–0, 2012, [Online]. Available: https://sid.ir/paper/642706/en

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