Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series
Olusanya E. Olubusoye and
Olaoluwa Yaya ()
OPEC Energy Review, 2016, vol. 40, issue 3, 235-262
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:bla:opecrv:v:40:y:2016:i:3:p:235-262
Ordering information: This journal article can be ordered from
http://ordering.onli ... /%28ISSN%291753-0237
Access Statistics for this article
OPEC Energy Review is currently edited by Angela U. Agoawike
More articles in OPEC Energy Review from Organization of the Petroleum Exporting Countries
Series data maintained by Wiley-Blackwell Digital Licensing ().