Economic determinants of oil futures volatility: A term structure perspective

Kang, B; Nikitopoulos Sklibosios, C; Prokopczuk, M

Economic determinants of oil futures volatility: A term structure perspective

Kang, B Nikitopoulos Sklibosios, C

Prokopczuk, M

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Publisher:: Elsevier BV
Publication Type:: Journal Article
Citation:: Energy Economics, 2020, 88 pp. 1 - 25
Issue Date:: 2020

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Field	Value	Language
dc.contributor.author	Kang, B	en_US
dc.contributor.author	Nikitopoulos Sklibosios, C https://orcid.org/0000-0002-5879-3731	en_US
dc.contributor.author	Prokopczuk, M	en_US
dc.date.accessioned	2020-04-20T13:08:12Z
dc.date.available	2020-04-20T13:08:12Z
dc.date.issued	2020	en_US
dc.identifier.citation	Energy Economics, 2020, 88 pp. 1 - 25	en_US
dc.identifier.issn	0140-9883	en_US
dc.identifier.uri	http://hdl.handle.net/10453/140122
dc.language	en	en_US
dc.publisher	Elsevier BV	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP130103315
dc.relation.ispartof	Energy Economics	en_US
dc.relation.isbasedon	10.1016/j.eneco.2020.104743	en_US
dc.rights	info:eu-repo/semantics/embargoedAccess
dc.subject.classification	Energy	en_US
dc.title	Economic determinants of oil futures volatility: A term structure perspective	en_US
dc.type	Journal Article
utslib.citation.volume	88	en_US
utslib.for	0906 Electrical and Electronic Engineering	en_US
utslib.for	0913 Mechanical Engineering	en_US
utslib.for	1402 Applied Economics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access	*
pubs.consider-herdc	true	en_US
utslib.copyright.embargo	2022-03-20T00:00:00+1100
pubs.publication-status	Published	en_US
pubs.volume	88	en_US

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http://hdl.handle.net/10453/140122