Modelling dynamic conditional correlations in the volatility of spot and forward oil price returns

Autors: Manera M., McAleer M., Grasso M.

In the book: iEMSs 2004 International Congress: “Complexity and Integrated Resources Management”

Editors: Pahl C., Schmidt S., Jakeman T.

Year: 2004

Publisher:  International Environmental Modelling and Software Society, Osnabrueck, Germany