How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
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DOI: 10.1016/j.eneco.2013.11.005
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More about this item
Keywords
Crude oil prices; OPEC announcements; Volatility; Structural breaks; Long memory;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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