Oil Volatility and the Option Value of Waiting: An analysis of the G-7
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- Don Bredin & John Elder & Stilianos Fountas, 2011. "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(7), pages 679-702, July.
- Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series 2010_05, Department of Economics, University of Macedonia, revised Apr 2010.
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More about this item
KeywordsOil; Volatility; Vector autoregression; Multivariate GARCH-in-Mean VAR;
- G1 - Financial Economics - - General Financial Markets
- G3 - Financial Economics - - Corporate Finance and Governance
- F3 - International Economics - - International Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
- NEP-BEC-2010-04-17 (Business Economics)
- NEP-ENE-2010-04-17 (Energy Economics)
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