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Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12, 页码: 17
Authors:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
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crude oil  natural gas  petroleum product  structural breaks  time-varying volatility feedback  TVP-SVM model