Comparative Performance of Volatility Models for Oil Price
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- Nnaemeka Vincent Emodi & Kyung-Jin Boo, 2015. "Sustainable Energy Development in Nigeria: Overcoming Energy Poverty," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 580-597.
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More about this item
KeywordsCrude oil price; Volatility modelling; Global financial crisis;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G01 - Financial Economics - - General - - - Financial Crises
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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