The behavior of West Texas Intermediate crude-oil and refined products prices volatility before and after the 2008 financial crisis: an approach through analysis of futures contracts
By analyzing futures contracts, this paper examines the volatility of West Texas Intermediate (WTI) crude oil and refined product prices (short, medium and long-term) before and after the financial crisis of 2008. Daily historical data from January 2000 to June 2008 (pre-crisis period) and from May,...
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| Auteurs principaux: | , , , , |
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| Langue: | English |
| Publié: |
Universidad de Tarapacá.
2015
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| Sujets: | |
| Accès en ligne: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-33052015000300008 |
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