Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM
Under the influence of the COVID-19 pandemic and the concurrent oil conflict between Russia and Saudi Arabia, oil prices have exhibited unusual and sudden changes. For this reason, the volatilities of the West Texas Intermediate (WTI), Brent and Dubai crude daily oil price data between 29 May 2006 a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-06-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/13/11/2980 |