Risk Spillover Effect between Oil Spot and Futures Price Returns
Due to price volatility in the oil market, market players are exposed to large risks. Value at Risk (VaR) is one of the main methods to measure market risk in various asset markets including commodities.,. In this study, Upside and Downside Risks are estimated by using the GED-GARCH method that is a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2014-01-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | http://jiee.atu.ac.ir/article_682_70822260a228a8a16166474f43c904a0.pdf |