Forecasting the term structure of volatility of crude oil price changes
| dc.contributor.author | Balaban, Ercan | |
| dc.contributor.author | Lu, Shan | |
| dc.contributor.institution | University of Aberdeen.Accountancy | en |
| dc.contributor.institution | University of Aberdeen.Business School | en |
| dc.date.accessioned | 2017-08-22T23:01:05Z | |
| dc.date.available | 2017-08-22T23:01:05Z | |
| dc.date.embargoedUntil | 2017-10-01 | |
| dc.date.issued | 2016-04 | |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 3 | |
| dc.format.extent | 49118 | |
| dc.identifier | 62613818 | |
| dc.identifier | e28eec4b-edd9-4e36-b691-247656fb00ba | |
| dc.identifier | 84959295533 | |
| dc.identifier.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 | en |
| dc.identifier.doi | 10.1016/j.econlet.2016.02.015 | |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.uri | http://hdl.handle.net/2164/9192 | |
| dc.identifier.vol | 141 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Economics Letters | en |
| dc.subject | volatility term structure | en |
| dc.subject | square-root-of-time rule | en |
| dc.subject | forecasting | en |
| dc.subject | forecast evaluation | en |
| dc.subject | oil prices | en |
| dc.subject | HB Economic Theory | en |
| dc.subject.lcc | HB | en |
| dc.title | Forecasting the term structure of volatility of crude oil price changes | en |
| dc.type | Journal article | en |