Manera, M., Mcaleer, M., Grasso, M. (2004). Modelling dynamic conditional correlations in the volatility of spot and forward oil price returns. In iEMSs 2004 International Congress: 'Complexity and Integrated Resources Management', by C. Pahl, S. Schmidt and T. Jakeman (eds.). Osnabrueck : International Environmental Modelling and Software Society.

Modelling dynamic conditional correlations in the volatility of spot and forward oil price returns

MANERA, MATTEO;
2004

Capitolo o saggio
dynamic conditional correlations; volatility; spot prices; forward prices
English
iEMSs 2004 International Congress: 'Complexity and Integrated Resources Management', by C. Pahl, S. Schmidt and T. Jakeman (eds.)
Manera, M., Mcaleer, M., Grasso, M. (2004). Modelling dynamic conditional correlations in the volatility of spot and forward oil price returns. In iEMSs 2004 International Congress: 'Complexity and Integrated Resources Management', by C. Pahl, S. Schmidt and T. Jakeman (eds.). Osnabrueck : International Environmental Modelling and Software Society.
Manera, M; Mcaleer, M; Grasso, M
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/1512
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