Modelling oil price volatility with structural breaks

By Afees A. Salisu, I. Fasanya. 2013

185 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6ddd44fc38cf2c825af021f4f49004f589cf3852

Citations in the corpus

• Hourly Oil Price Volatility: The Role of COVID-19 (2020, unknown): “…price volatility occupies significant interests in both energy economics and financial economics (see, inter alia, Narayan & Narayan, 2007; Salisu & Fasanya, 2013).1 In energy economics, one research topic has been oil price and its volatility forecasting (see Herrera et al., 2018; Narayan, 2019).”