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Modeling the West Texas Intermediate Crude Oil Price Volatility: A time-varying approach with stochastic volatility

Sabri Boubaker (), Thai-Ha Le, Manh Tien Bui and Donghyun Park
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Sabri Boubaker: Métis Lab EM Normandie - EM Normandie - École de Management de Normandie = EM Normandie Business School, VNU - Vietnam National University [Hanoï]

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Date: 2021-11-13
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Published in International Congress of Energy, Economy and Security (ENSCON 2021), Istanbul Chamber of Commerce (ICC), Nov 2021, Istanbul, Turkey

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