What drives long-term oil market volatility? Fundamentals versus Speculation
Year of publication: |
2016
|
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Authors: | Yin, Libo ; Zhou, Yimin |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | oil shocks | economy fundamentals | speculation | long/short-term oil volatility | GARCH-MIDAS model |
Series: | Economics Discussion Papers ; 2016-2 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 845974955 [GVK] hdl:10419/125922 [Handle] RePEc:zbw:ifwedp:20162 [RePEc] |
Classification: | Q43 - Energy and the Macroeconomy |
Source: |
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What drives long-term oil market volatility? : fundamentals versus speculation
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