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OIL PRICE VOLATILITY MODELS DURING CORONAVIRUS CRISIS: TESTING WITH APPROPRIATE MODELS USING FURTHER UNIVARIATE GARCH AND MONTE CARLO SIMULATION MODELS
2020
International Journal of Energy Economics and Policy
Coronavirus (2019-nCoV) not only has an effect on human health but also on economic variables in countries around the world. Coronavirus has an effect on the price of black gold and on its volatility. The shock on all markets is already very strong. Volatility patterns in Brent crude oil simulation are examined during COVID-19 crisis that significantly affected the oil market volatility. The selected crisis of coronavirus arose due to different triggers having diverse implications for oil
doi:10.32479/ijeep.10374
fatcat:bxlhqzpjdnafzmew4wk4n2rgmm