Paola Z Zerilli

Search results

• 2019

  Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications

  Chen, L., Zerilli, P. Z. & Baum, C., Mar 2019, In: Energy economics. 79, p. 111-129 19 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2016

  Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility

  Baum, C. & Zerilli, P. Z., Jan 2016, In: Energy economics. 53, p. 175-181 7 p.

  Research output: Contribution to journal › Article › peer-review

  File