Forecasting Oil price and Volatility

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Forecasting Oil price and Volatility

Commodities prices play a crucial role in commodity-related investments, strategic planning, and affect the economy. Fluctuations in commodity prices affect the decision making by producers and consumers. Within the commodity products, crude oil is the central source of energy supply. The continuous...

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Bibliographic Details
Main Author:	Yu, Man Tao
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Subjects:	Oil price Volatlity Forecast GARCH
Online Access:	https://eprints.nottingham.ac.uk/23162/

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