Title of article :
Modeling and forecasting petroleum futures volatility
Author/Authors :
Perry Sadorsky، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
22
From page :
467
To page :
488
Keywords :
TGARCH , GARCH , Oil prices , Natural gas prices , value at risk , Forecasting , Volatility
Journal title :
Energy Economics
Serial Year :
2006
Journal title :
Energy Economics
Record number :
173976
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=173976
