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Modelling oil price volatility with structural breaks

2012185 citationsJournal Article

Authors

Afees A. Salisu · University of Ibadan

Ismail O. Fasanya · Fountain University

Topics & Keywords

Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Energy Policy

Volume 52, pp. 554-562

DOI: 10.1016/j.enpol.2012.10.003

Field-Weighted Citation Impact: 33.67

Modelling oil price volatility with structural breaks | Researchclopedia