Modelling Oil Price Volatility

Description
Title: Modelling Oil Price Volatility
Authors: Santilli, Diego eduardo
Date: 2008
Abstract: This report measures the volatility of oil prices using univariate GARCH models. The resulting conditional variances (or conditional standard deviations) constitute a measure of uncertainty within the oil market. Among the several prices that are taken in
URL: http://hdl.handle.net/10393/25336
CollectionScience économique - Mémoires // Economics - Research Papers
Files