Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models
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More about this item
Keywords
Oil Returns Conditional Volatility; Coronavirus Crisis; Univariate GARCH Models; Mean Equation; Variance Equation; Monte Carlo Simulation.;All these keywords.
JEL classification:
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- I15 - Health, Education, and Welfare - - Health - - - Health and Economic Development
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
Statistics
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