By the same authors

From the same journal

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

Research output: Contribution to journalArticlepeer-review



Publication details

JournalEnergy economics
DateE-pub ahead of print - 29 Oct 2014
DatePublished (current) - Jan 2016
Number of pages7
Pages (from-to)175-181
Early online date29/10/14
Original languageEnglish

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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