"Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper

Effective energy commodities’ risk management: Econometric modeling of price volatility, MPRA Paper 90781, University Library of Munich, Germany. In common with Tzirivis A. (2018).

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Keywords: 
Energy commodities
WTI oil
Brent oil
Electricity
natural gas
gasoline
risk management
volatility modeling
ARCH-GARCH models
Markov-Switching GARCH models
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