Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets

By Chia‐Lin Chang, Michael Mcaleer, Roengchai Tansuchat. 2010

151 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b33ae7733d659501151469002abac0dac40447aa

Citations in the corpus

• Volatility Spillovers Across Petroleum Markets (2015, unknown): “More recently, Chang et al. (2010) have found volatility spillovers and asymmetric effects across four major oil markets: West Texas Intermediate (USA), Brent (North Sea), Dubai/Oman (Middle East), and Tapis (Asia-Pacific).”