Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility - Research Database, The University of York

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

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

Full text download(s)

Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
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Published copy (DOI)

10.1016/j.eneco.2014.10.007

Author(s)

Christopher Baum
Paola Z Zerilli

Department/unit(s)

Economics

Publication details

Journal	Energy economics
Date	E-pub ahead of print - 29 Oct 2014
Date	Published (current) - Jan 2016
Volume	53
Number of pages	7
Pages (from-to)	175-181
Early online date	29/10/14
Original language	English

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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