A weekly structural VAR model of the US crude oil market
Year of publication: |
2022
|
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Authors: | Valenti, Daniele ; Bastianin, Andrea ; Manera, Matteo |
Publisher: |
Milano : Fondazione Eni Enrico Mattei (FEEM) |
Subject: | COVID-19 | WTI price | futures-spot price spread | speculation | structural VAR | Bayesian VAR |
Series: | Working Paper ; 011.2022 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1807135020 [GVK] hdl:10419/263899 [Handle] RePEc:fem:femwpa:2022.11 [RePEc] |
Classification: | C32 - Time-Series Models ; q02 ; Q41 - Demand and Supply ; Q43 - Energy and the Macroeconomy |
Source: |
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A weekly structural VAR model of the US crude oil market
Valenti, Daniele, (2022)
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A weekly structural VAR model of the US crude oil market
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A Weekly Structural VAR Model of the US Crude Oil Market
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