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 |
Collection | Économie - Mémoires // Economics - Research Papers |
Files
2008_santilli_diegoeduardo.pdf | 575.6 kB | Adobe PDF | Open |