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One of the main elements of economic sanctions against Iran due to its nuclear and military programs is crude oil exportation restrictions in addition to investment in Iranian energy related projects. Senders of such sanction are interested in understanding the impacts of such embargos on...
Persistent link: https://www.econbiz.de/10010939458
There is an increasing tension between the Iranian Government and the west on an increasingly likely European oil embargo and the Iranian threat to close the Strait of Hormuz. The main question is: What will happen to the international oil prices in the case of shocks in the flow of Iranian oil...
Persistent link: https://www.econbiz.de/10009418486
There is an increasing tension between the Iranian Government and the west on an increasingly likely European oil embargo and the Iranian threat to close the Strait of Hormuz. The main question is: What will happen to the international oil prices in the case of shocks in the flow of Iranian oil...
Persistent link: https://www.econbiz.de/10010556283
One of the main elements of economic sanctions against Iran due to its nuclear and military programs is crude oil exportation restrictions in addition to investment in Iranian energy related projects. Senders of such sanction are interested in understanding the impacts of such embargos on...
Persistent link: https://www.econbiz.de/10010759877
mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …
Persistent link: https://www.econbiz.de/10010907445
In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the … New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm …
Persistent link: https://www.econbiz.de/10011278529
during last fifteen years have led the unstable path and the volatility persistence in the international oil market. We …
Persistent link: https://www.econbiz.de/10010542263
In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the … New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm …
Persistent link: https://www.econbiz.de/10009366884
mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …
Persistent link: https://www.econbiz.de/10010604584
This paper investigates the dynamic properties of both return and volatility of the oil price. The analysis is carried …
Persistent link: https://www.econbiz.de/10010764008