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• Bradley T. Ewing

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Article provided by Elsevier in its journal Energy Economics.

Volume (Year): 24 (2002)
Issue (Month): 6 (November)
Pages: 525-538
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Handle: RePEc:eee:eneeco:v:24:y:2002:i:6:p:525-538

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1. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series CIRJE-F-641, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
   Other versions:
   • Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009. "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Report EI 2009-12 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
2. Wan-Hsiu Cheng, 2008. "Overestimation in the Traditional GARCH Model During Jump Periods," Economics Bulletin, AccessEcon, vol. 3(68), pages 1-20. [Downloadable!]
3. repec:mop:credwp:08.09.77 is not listed on IDEAS
4. M. Marzo & P. Zagaglia, 2007. "Volatility Forecasting for Crude Oil Futures," Working Papers 599, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
   Other versions:
   • Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Volatility forecasting for crude oil futures," Research Papers in Economics 2007:9, Stockholm University, Department of Economics. [Downloadable!]

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