Brent crude oil prices volatility during major crises

@article{10657,
   author = {Čechová Závadská, Miroslava and Morales, Lucia and Coughlan, Joseph},
   article_number = {Leden 2020},
   doi = {http://dx.doi.org/10.1016/j.frl.2018.12.026},
   keywords = {Crude oil; Volatility; Energy; Crises},
   language = {eng},
   issn = {1544-6123},
   journal = {FINANCE RESEARCH LETTERS},
   title = {Brent crude oil prices volatility during major crises},
   url = {https://www.sciencedirect.com/science/article/abs/pii/S1544612318304380},
   volume = {32},
   year = {2020}
}

TY  - JOUR
ID  - 10657
AU  - Čechová Závadská, Miroslava - Morales, Lucia - Coughlan, Joseph
PY  - 2020
TI  - Brent crude oil prices volatility during major crises
JF  - FINANCE RESEARCH LETTERS
VL  - 32
IS  - Leden 2020
SP  - 1-8
EP  - 1-8
PB  - ACADEMIC PRESS INC ELSEVIER SCIENCE
SN  - 15446123
KW  - Crude oil
KW  - Volatility
KW  - Energy
KW  - Crises
UR  - https://www.sciencedirect.com/science/article/abs/pii/S1544612318304380
N2  - Volatility patterns in Brent crude oil spot and futures prices are examined during four major crises that significantly affected the oil markets: the First Gulf war 1990/91; the Asian Financial crisis 1997/98; the US terrorist attack 2001; and the Global Financial crisis 2008/9. The selected crises arose due to different triggers having diverse implications for oil market participants. The outcomes reveal higher levels of volatility during crises that was directly associated with oil supply/demand disruptions and higher volatility persistence during financial/economic crises, indicating that volatility persistence is a key issue when uncertainty is derived from global economic and financial instability.
ER  - 

ČECHOVÁ ZÁVADSKÁ, Miroslava, Lucia MORALES a Joseph COUGHLAN. Brent crude oil prices volatility during major crises. \textit{FINANCE RESEARCH LETTERS}. ACADEMIC PRESS INC ELSEVIER SCIENCE, 2020, roč.~32, Leden 2020, s.~1-8. ISSN~1544-6123. Dostupné z: https://dx.doi.org/10.1016/j.frl.2018.12.026.