Effective energy commodity risk management: Econometric modeling of price volatility Economic Analysis and Policy 63(C): 234-250.

Effective energy commodity risk management: Econometric modeling of price volatility. Economic Analysis and Policy 63(C): 234-250 https://doi.org/10.1016/j.eap.2019.06.001 (EconLit, SCOPUS ISI Listed Impact factor: 1.973). In common with A. Tsirivis (2019).

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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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