Leverage effects and stochastic volatility in spot oil returns : A Bayesian approach with VaR and CVaR applications
- Submitting institution
-
University of York
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 63035246
- Type
- D - Journal article
- DOI
-
10.1016/j.eneco.2018.03.032
- Title of journal
- Energy economics
- Article number
- -
- First page
- 111
- Volume
- 79
- Issue
- -
- ISSN
- 0140-9883
- Open access status
- Compliant
- Month of publication
- April
- Year of publication
- 2018
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
-
- Citation count
- 5
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
