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1991
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Persian Gulf War
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Power resources - Prices
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Options (Finance)
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Melick, William R.
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Thomas, Charles P.
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Faculty of Economics, University of Cambridge
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Institute of Developing Economies, Japan External Trade Organization (JETRO)
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Stiftung Wissenschaft und Politik
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International Finance Discussion Papers
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Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis
Melick, William R.
;
Thomas, Charles P.
-
Federal Reserve Board (Board of Governors of the …
-
1996
distribution for the price of crude oil during the
Persian
Gulf
crisis and find the distribution differs significantly from that …
Persistent link: https://www.econbiz.de/10005372612
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2
War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis
Melick, William R.
;
Thomas, Charles P.
-
Federal Reserve Board (Board of Governors of the …
-
1992
This paper investigates the market's expectations for oil prices during the
Persian
Gulf
crisis. To do so a general …
Persistent link: https://www.econbiz.de/10005712826
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