The impact of unconventional monetary policy shocks on the crude oil futures market
Year of publication: |
2018
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Authors: | Chebbi, Tarek |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 11.2018, 1, p. 21-34
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Subject: | monetary policy surprises | oil prices | implied volatility | conditional volatility | Geldpolitik | Monetary policy | Volatilität | Volatility | Ölpreis | Oil price | Schock | Shock | Rohstoffderivat | Commodity derivative | VAR-Modell | VAR model |
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