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Showing 1 to 2 of 2 for “"Crude oil price volatility"”.
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Naftos kainos volatilumo tyrimas /
… on literature analysis to determine what causes volatility in the price of crude oil, overview what methods are used to model, and forecast volatility and conduct empirical research to further analyze the causes and their effect on the price. The work consists of three main parts: the analysis of …
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Essays On Oil Price Volatility And Irreversible Investment
… performance of several models for the volatility of daily spot</p> <p>crude oil prices. Empirical research over the past decades has uncovered</p> <p>significant gains in forecasting performance of Markov Switching GARCH</p> <p>models over GARCH models for the volatility of financial …