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Browsing Economic and Management Sciences by Subject "Uncertainty and risks"

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The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters

Balcilar, Mehmet; Ozdemir, Zeynel Abidin (Elsevier, 2019-06)

High price volatility in oil markets creates uncertainty and risk, and increased risk premium may feed back into the prices. This study investigates the dynamic nexus between oil price and its volatility for oil spot and ...

Now showing items 1-1 of 1

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