afi=Artikkelit|aen=Articles| - Selaus asiasanan "Time-varying jumps" mukaan - Osuva

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Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak

Dutta, Anupam; Bouri, Elie; Saeed, Tareq; Vo, Xuan Vinh (Elsevier, 15.05.2021)
article

Although the global crude oil market plays a significant role in pricing edible oils, the association between energy price uncertainty and the Malaysian palm oil industry remains understudied. Given that palm oil is widely ...
In search of time-varying jumps during the turmoil periods : Evidence from crude oil futures markets

Dutta, Anupam; Soytas, Ugur; Das, Debojyoti; Bhattacharyya, Asit (Elsevier, 31.08.2022)
article

Prior literature demonstrates that energy prices are characterized by time-varying jumps. However, earlier studies do not investigate if the intensity of such jumps appears to be higher amid periods of extreme volatility ...
Modelling and Forecasting the Volatility of the Nordic Power Market : An Application of the GARCH-Jump Process

Dutta, Anupam; Phoumin, Han; Nepal, Rabindra; Kimura, Fukunari; Uddin, Gazi Salah; Taghizadeh-Hesary, Farhad (Springer, 20.09.2022)
bookPart

Although extreme jumps in electricity prices are a common phenomenon, investigating the jump behaviour in the power market does not receive significant attention in earlier studies. The present study aims to conceal this ...