THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET

Christiane Baumeister and Gert Peersman ()

Journal of Applied Econometrics, 2013, vol. 28, issue 7, 1087-1109

Date: 2013
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http://hdl.handle.net/10.1002/jae.2283

Related works:
Working Paper: The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market (2011)
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