Volatility Spillovers and Nonlinear Dynamics between Jet Fuel Prices and Air Carrier Revenue Passenger Miles in the US
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More about this item
KeywordsNonlinear dynamics; Chaos; EGARCH; Asymmetric shocks;
- L93 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Air Transportation
- L90 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - General
- L91 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Transportation: General
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