Estimating and evaluating Value-at- Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures.
- Published in:
- OPEC Energy Review, 2014, v. 38, n. 4, p. 373, doi. 10.1111/opec.12024
- By:
- Publication type:
- Article
Works matching IS 17530229 AND DT 2014 AND VI 38 AND IP 4
Results: 5
1
2
Modelling demand for liquefied petroleum gas ( LPG) in Ghana: current dynamics and forecast.
- Published in:
- OPEC Energy Review, 2014, v. 38, n. 4, p. 398, doi. 10.1111/opec.12032
- By:
- Publication type:
- Article
3
Determinants of economic growth in OPEC: an extreme bounds analysis.
- Published in:
- OPEC Energy Review, 2014, v. 38, n. 4, p. 424, doi. 10.1111/opec.12034
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- Publication type:
- Article
4
Impact of economic and non-economic factors on gasoline demand: a varying parameter model for Sweden and the UK.
- Published in:
- OPEC Energy Review, 2014, v. 38, n. 4, p. 445, doi. 10.1111/opec.12035
- By:
- Publication type:
- Article
5
Modelling oil price volatility before, during and after the global financial crisis.
- Published in:
- OPEC Energy Review, 2014, v. 38, n. 4, p. 469, doi. 10.1111/opec.12037
- By:
- Publication type:
- Article