Isbn: 9783330008939 - modelling and forecasting crude oil volatility: performances of garch-type models (6 Ergebnisse)

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Paperback. Zustand: Brand New. 80 pages. 8.66x5.91x0.19 inches. In Stock.

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Crude oil is one of important forces driving the global economy. Fluctuations in oil prices have significant effects on economic rise and welfare throughout the world. As the effects of oil volatility broaden from firms' level to governments, both policymakers and investors are interested in modelling and predicting crude oil prices. Since there is a lack of research on modelling (especially asymmetric modelling) and forecasting crude oil volatility, the goal of this paper is to contribute this scarce energy literature. The current work evaluates the performances of various GARCH-type models with application in three crude oil benchmarks. The analysis should be essential for financial decisions and portfolio risk management, especially with regard to the valuation issues of oil-related products and energy derivative instruments. 80 pp. Englisch.…

Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Crude oil is one of important forces driving the global economy. Fluctuations in oil prices have significant effects on economic rise and welfare throughout the world. As the effects of oil volatility broaden from firms' level to governments, both policymakers and investors are interested in modelling and predicting crude oil prices. Since there is a lack of research on modelling (especially asymmetric modelling) and forecasting crude oil volatility, the goal of this paper is to contribute this scarce energy literature. The current work evaluates the performances of various GARCH-type models with application in three crude oil benchmarks. The analysis should be essential for financial decisions and portfolio risk management, especially with regard to the valuation issues of oil-related products and energy derivative instruments.…

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Musayev EminEmin Musayev holds an MSc in Financial Risk Management from the University of Glasgow, UK. He is currently working as the lead risk analyst at IT and Communication Department of State Oil Company of the Azerbaijan Republi.…

Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Crude oil is one of important forces driving the global economy. Fluctuations in oil prices have significant effects on economic rise and welfare throughout the world. As the effects of oil volatility broaden from firms' level to governments, both policymakers and investors are interested in modelling and predicting crude oil prices. Since there is a lack of research on modelling (especially asymmetric modelling) and forecasting crude oil volatility, the goal of this paper is to contribute this scarce energy literature. The current work evaluates the performances of various GARCH-type models with application in three crude oil benchmarks. The analysis should be essential for financial decisions and portfolio risk management, especially with regard to the valuation issues of oil-related products and energy derivative instruments.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 80 pp. Englisch.…