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

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Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. / Baum, Christopher; Zerilli, Paola Z.

In: Energy economics, Vol. 53, 01.2016, p. 175-181.

Research output: Contribution to journalArticle

Harvard

Baum, C & Zerilli, PZ 2016, 'Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility', Energy economics, vol. 53, pp. 175-181. https://doi.org/10.1016/j.eneco.2014.10.007

APA

Baum, C., & Zerilli, P. Z. (2016). Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. Energy economics, 53, 175-181. https://doi.org/10.1016/j.eneco.2014.10.007

Vancouver

Baum C, Zerilli PZ. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. Energy economics. 2016 Jan;53:175-181. https://doi.org/10.1016/j.eneco.2014.10.007

Author

Baum, Christopher ; Zerilli, Paola Z. / Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. In: Energy economics. 2016 ; Vol. 53. pp. 175-181.

Bibtex - Download

@article{b428240d56504e4d9a201f0ab87b6ecc,
title = "Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility",
author = "Christopher Baum and Zerilli, {Paola Z}",
note = "{\circledC} 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.",
year = "2016",
month = "1",
doi = "10.1016/j.eneco.2014.10.007",
language = "English",
volume = "53",
pages = "175--181",
journal = "Energy economics",
issn = "0140-9883",
publisher = "Elsevier",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility

AU - Baum, Christopher

AU - Zerilli, Paola Z

N1 - © 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.

PY - 2016/1

Y1 - 2016/1

U2 - 10.1016/j.eneco.2014.10.007

DO - 10.1016/j.eneco.2014.10.007

M3 - Article

VL - 53

SP - 175

EP - 181

JO - Energy economics

JF - Energy economics

SN - 0140-9883

ER -