Oil Price Volatility

Discussion in 'Commodity Futures' started by harrys, Mar 19, 2013.

  1. harrys



    I've been meaning to get into the field of energy markets and one of my interests is modeling price volatility. I have found several working papers that provide a general overview for beginners like me. Things like: http://ssrn.com/abstract=2194214 and an MIT paper by Pindyck (http://web.mit.edu/rpindyck/www/Papers/Vol_NG.pdf)

    Anything slightly more advanced?

    Any other suggestions?

    Thank you.