Modeling petroleum future volatility: Analyzing asymmetry and persistency of shocks

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Modeling petroleum future volatility: Analyzing asymmetry and persistency of shocks

Understanding the nature of volatility in commodity prices warrants adequate attention because such volatility is likely to lead to increased production, search and opportunity costs, as well as accelerate uncertainty and risk, contributing to a slowdown of economic activities. This study examines t...

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Bibliographic Details
Main Authors:	Alom, Fardous, Bert, Ward, Baiding, Hu
Format:	Article
Language:	English
Published:	Wiley Blackwell 2012
Subjects:	HB221 Price
Online Access:	http://irep.iium.edu.my/34739/ http://irep.iium.edu.my/34739/1/opec_204.pdf

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