The stable relationship between crude oil price and petrol price: Evidence from multivariate GARCH models
This study investigates the relationship between crude oil price and petrol price as well as their behaviour using daily U.S. price series in the period from January 11th 1988 to May 20th 2011. We find that univariate GARCH(1,1) is likely the most suitable model to measure the volatility of relat...
Gorde:
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| Formatua: | Journal article |
| Hizkuntza: | Vietnamese |
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Chiang Mai University (Chiang Mai, Thailand)
2022
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| Gaiak: | |
| Sarrera elektronikoa: | http://scholar.dlu.edu.vn/handle/123456789/834 |
| Etiketak: |
Etiketa erantsi
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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