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Oil and energy price volatility

โœ Scribed by Eva Regnier


Book ID
108120868
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
783 KB
Volume
29
Category
Article
ISSN
0140-9883

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Modelling oil price volatility
โœ Paresh Kumar Narayan; Seema Narayan ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 213 KB

In this paper, we examine the volatility of crude oil price using daily data for the period 1991-2006. Our main innovation is that we examine volatility in various sub-samples in order to judge the robustness of our results. Our main findings can be summarised as follows: (1) across the various sub