Work

Time‐Varying Spot and Futures Oil Price Dynamics

Year: 2013

Type: article

Source: Scottish Journal of Political Economy

DOI: 10.1111/sjpe.12035

Authors: Guglielmo Maria Caporale, Davide Ciferri, Alessandro Girardi

Institutions: German Institute for Economic Research, Brunel University of London, John Cabot University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3021668573

FWCI: 10.18

Cites: 87

Cited by: 78

Related to: 10