Energy Economics · 2018 · 101 citations · 46 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsCommodity Price DynamicsEquity MarketsOil EconomicsVolatility ModelingAviation EconomicsMarket Volatility EffectsOil Price ShocksOil Price VolatilityOil PricesPrice Volatility EffectsPricing Volatility Analysis
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Multivariate Simultaneous Generalized ARCH
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