Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model | |
Yong Jiang; Chao-Qun Ma; Xiao-Guang Yang; Yi-Shuai Ren | |
刊名 | Sustainability
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2018 | |
卷号 | Vol.10 No.12页码:4705 |
关键词 | crude oil natural gas petroleum product structural breaks time-varying volatility feedback TVP-SVM model |
ISSN号 | 2071-1050 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5461367 |
专题 | 湖南大学 |
作者单位 | Business School, Hunan University, Changsha 410082, China Business School, Hunan University, Changsha 410082, China Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China Business School, Hunan University, Changsha 410082, China |
推荐引用方式 GB/T 7714 | Yong Jiang,Chao-Qun Ma,Xiao-Guang Yang,et al. Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model[J]. Sustainability,2018,Vol.10 No.12:4705. |
APA | Yong Jiang,Chao-Qun Ma,Xiao-Guang Yang,&Yi-Shuai Ren.(2018).Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model.Sustainability,Vol.10 No.12,4705. |
MLA | Yong Jiang,et al."Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model".Sustainability Vol.10 No.12(2018):4705. |
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