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Volatility of Crude Oil Futures: a Comparison of Forecasts from GARCH and Implied Volatility Models

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1 January 2009

Volatility of Crude Oil Futures: a Comparison of Forecasts from GARCH and Implied Volatility Models. Energy Economics , 31 316 - 321. 

Agnolucci, P; (2009) 

The full text of this article is not available through UCL Discovery.