• Media type: E-Article
  • Title: Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
  • Contributor: Jawadi, Fredj; Ftiti, Zied; Louhichi, Waël
  • imprint: Informa UK Limited, 2020
  • Published in: Econometric Reviews
  • Language: English
  • DOI: 10.1080/07474938.2019.1690190
  • ISSN: 0747-4938; 1532-4168
  • Keywords: Economics and Econometrics
  • Origination:
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