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      Forecasting the term structure of volatility of crude oil price changes

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      OilTermStructure_2016_02_05_Manuscript.docx (47.96Kb)
      Publication date
      04/2016
      Author
      Balaban, Ercan
      Lu, Shan
      Metadata
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      Citation
      Balaban , E & Lu , S 2016 , ' Forecasting the term structure of volatility of crude oil price changes ' , Economics Letters , vol. 141 , pp. 116-118 . https://doi.org/10.1016/j.econlet.2016.02.015
      URI
      http://hdl.handle.net/2164/9192
      DOI
      https://doi.org/10.1016/j.econlet.2016.02.015
      Rights
      © 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/
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