Performance Comparison of Alternative Stochastic Volatility Models and Its Determinants in Energy Futures: Covid-19 and Russia-Ukraine Conflict Features

AuthID
 P-00Z-DJ6
3
Author(s)
Fernandes, MC
·
Nunes, JPV
Document Type
Article in Press
Year published
2023
Published
in JOURNAL OF FUTURES MARKETS, ISSN: 0270-7314
Volume: 44, Issue: 3, Pages: 343-383 (41)
Indexing
Wos®
Scopus®
Crossref®1
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-85176939395
Wos: WOS:001104952400001
Source Identifiers
ISSN: 0270-7314
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