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dc.contributor.authorBalaban, Ercan
dc.contributor.authorLu, Shan
dc.date.accessioned2017-08-22T23:01:05Z
dc.date.available2017-08-22T23:01:05Z
dc.date.issued2016-04
dc.identifier.citationBalaban , 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.2016.02.015en
dc.identifier.issn0165-1765
dc.identifier.otherPURE: 62613818
dc.identifier.otherPURE UUID: e28eec4b-edd9-4e36-b691-247656fb00ba
dc.identifier.otherScopus: 84959295533
dc.identifier.urihttp://hdl.handle.net/2164/9192
dc.format.extent3
dc.language.isoeng
dc.relation.ispartofEconomics Lettersen
dc.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/en
dc.subjectvolatility term structureen
dc.subjectsquare-root-of-time ruleen
dc.subjectforecastingen
dc.subjectforecast evaluationen
dc.subjectoil pricesen
dc.subjectHB Economic Theoryen
dc.subject.lccHBen
dc.titleForecasting the term structure of volatility of crude oil price changesen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.contributor.institutionUniversity of Aberdeen.Business Schoolen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1016/j.econlet.2016.02.015
dc.date.embargoedUntil2017-10-01


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