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Modeling the crude oil volatility : Garch & EVT
Azar, Milad Fouad
(
Notre Dame University-Louaize
,
2018-04
)
Volatility spillover effects among gold, crude oil and US dollar index: an analysis using EGARCH Model
Abi Loutfi, Joelle
(
Notre Dame University-Louaize
,
2019-05
)
The impact of terrorism on crude oil returns and volatility : a case study in the Middle East and Africa
Bteich, Marion
(
Notre Dame University-Louaize
,
2015
)
Correlation between crude oil and gold
Saadeh, Christel
(
Notre Dame University-Louaize
,
2013
)
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Author
Abi Loutfi, Joelle (1)
Azar, Milad Fouad (1)
Bteich, Marion (1)
Saadeh, Christel (1)
Subject
Petroleum (4)
Gold (2)
Dollar, American (1)
Econometric models (1)
Exponentially weighted moving average (1)
GARCH model (1)
Middle East--Politics and government (1)
Petroleum industry and trade--Africa (1)
Petroleum industry and trade--Middle East (1)
Price indexes (1)
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Date Issued
2019 (1)
2018 (1)
2015 (1)
2013 (1)