Título:

Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market

Autores:

José da Fonseca (Auckland U Technology)
Katja Ignatieva (U New South Wales)
Jonathan Ziveyi (U New South Wales)

Revista:

Energy Economics

Ano:

2016

Volume:

56

Páginas:

215-228

Código JEL:

G13 - Contingent Pricing; Futures Pricing

DOI:

10.1016/j.eneco.2016.03.022