Open AccessOIL PRICE VOLATILITY MODELS DURING CORONAVIRUS CRISIS: TESTING WITH APPROPRIATE MODELS USING FURTHER UNIVARIATE GARCH AND MONTE CARLO SIMULATION MODELS
Author(s) -
Tarek Bouazizi,
Mongi Lassoued,
Hadhek Zouhaier
Publication year - 2020
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.10374
Subject(s) - volatility (finance) , autoregressive conditional heteroskedasticity , univariate , econometrics , economics , covid-19 , monte carlo method , financial economics , mathematics , statistics , medicine , multivariate statistics , disease , pathology , infectious disease (medical specialty)
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