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

Christopher Baum, Paola Z Zerilli

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)175-181
Number of pages7
JournalEnergy economics
Early online date29 Oct 2014
Publication statusPublished - Jan 2016

Bibliographical note

© 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.

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