Modelling Asymmetric Volatility in Oil Prices under Structural Breaks Bradley T. Ewing, Farooq Malik PII: S0140-9883(17)30066-X DOI: doi:10.1016/j.eneco.2017.03.001 Reference: ENEECO 3571 To appear in: Energy Economics Received date: 6 November 2016 Revised date: 15 February 2017 Accepted date: 2 March 2017 Please cite this article as: Ewing, Bradley T., Malik, Farooq, Modelling Asym- metric Volatility in Oil Prices under Structural Breaks, Energy Economics (2017), doi:10.1016/j.eneco.2017.03.001 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.