Estimating volatility persistence in oil prices under structural breaks

Keyphrases

• Financial Markets 100%
• Oil Price 100%
• Structural Breaks 100%
• Volatility Persistence 100%
• Politicians 50%
• Shock 50%
• Knowledge-how 50%
• Volatility 50%
• Oil Shocks 50%
• Derivative Valuation 50%
• Derivatives Hedging 50%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 50%
• Market Participants 50%

Economics, Econometrics and Finance

• Volatility 100%
• Financial Market 66%
• Hedging 33%
• ARCH Model 33%