Modeling petroleum future volatility: Analyzing asymmetry and persistency of shocks
Understanding the nature of volatility in commodity prices warrants adequate attention because such volatility is likely to lead to increased production, search and opportunity costs, as well as accelerate uncertainty and risk, contributing to a slowdown of economic activities. This study examines t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley Blackwell
2012
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/34739/1/opec_204.pdf http://irep.iium.edu.my/34739/ http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005516 |
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