Time-Varying Oil Price Volatility and Macroeconomic Aggregates

SSRN Electronic Journal
doi 10.2139/ssrn.2005312
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Learning and Time-Varying Macroeconomic Volatility

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2014English

Oil Price Volatility & Macroeconomic Fluctuations: Recent Evidence From Mexico

Journal of Applied Business and Economics
2018English

Time-Varying Spot and Futures Oil Price Dynamics

SSRN Electronic Journal
2010English

The Influence of Oil Price Volatility on Selected Macroeconomic Variables in Nigeria

Acta Universitatis Bohemiae Meridionalis
2018English

Investment and Oil Price Volatility

SSRN Electronic Journal
2011English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)
2012English

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics
AgriculturalEconomicsEconometricsBiological Sciences
1993English

Testing Explosive Bubbles With Time-Varying Volatility

Econometric Reviews
EconomicsEconometrics
2018English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy