Presentations at an Academic or Professional conference
Year
2003
Authors
INDJEHAGOPIAN Jean-Pierre, IOANNIDIS C., LANTZ F.
Abstract
This paper is concerned with the evolution of volatility of the term structure in oil market futures. We estimate a regime-switching model to describe the term structure of oil.
IOANNIDIS, C., LANTZ, F. et INDJEHAGOPIAN, J.P. (2003). Oil Price Volatility: Does It Matter Who Trades?