Work

Daily seasonality in crude oil returns and volatilities

Year: 2014

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2014.02.005

Author: Benjamin R. Auer

Institution: Leipzig University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014384629

FWCI: 6.102

Cites: 76

Cited by: 35

Related to: 10