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Are high oil prices profitable for OPEC in the long run?
Aune, Finn Roar; Glomsrød, Solveig; Lindholt, Lars; … - Statistisk Sentralbyrå, Government of Norway - 2005
High oil prices are favourable for OPEC in the short run, but may undermine its future revenues. We search for the optimal oil price level for the producer group, using a partial equilibrium model for the oil market. The model explicitly accounts for reserves, development and production in 4...
Persistent link: https://www.econbiz.de/10004980729
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The Conflict in Syria: Key Issues and Consequences on the International Market of Crude Oil
Papatulica, Mariana - In: Revista de Economie Mondiala / The Journal of Global … 5 (2013) 3
At the end of August 2013, the international prices of Brent crude rose to a 17-month high ($ 117.8 /barrel) as Western powers, mainly USA, readied a military strike against Syria, and traders and analysts cited concerns over stability in the Middle East. The main concern was the risk that...
Persistent link: https://www.econbiz.de/10011145120
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The Conflict in Syria: Key Issues and Consequences on the International Market of Crude Oil
Papatulica, Mariana - In: Revista de Economie Mondiala / The Journal of Global … 5 (2013) 3
At the end of August 2013, the international prices of Brent crude rose to a 17-month high ($ 117.8 /barrel) as Western powers, mainly USA, readied a military strike against Syria, and traders and analysts cited concerns over stability in the Middle East. The main concern was the risk that...
Persistent link: https://www.econbiz.de/10011145130
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Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - Department of Economics and Finance, College of … - 2013
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
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Investment and oil price volatility
Sharma, Susan Sunila; Narayan, Paresh Kumar - In: Economics Bulletin 32 (2012) 2, pp. 1428-1433
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
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The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach
Dicembrino, Claudio; Scandizzo, Pasquale Lucio - Centro di Studi Internazionali Sull'Economia e la … - 2012
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
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Investment and oil price volatility
Narayan, Paresh Kumar; Sharma, Susan Sunila - Deakin University, Faculty of Business and Law, School … - 2011
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
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Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - Institute of Economic Research, Kyoto University - 2013
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
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A Note on the Oil Price Trend and GARCH Shocks
Jing, Li; Thompson, Henry - Volkswirtschaftliche Fakultät, … - 2010
autoregressive conditional heteroskedasticity (GARCH) model. Trend and volatility are estimated jointly with the maximum likelihood … estimation. There is long persistence in the variance of oil price shocks, and a GARCH unit root (GUR) test can potentially yield …
Persistent link: https://www.econbiz.de/10008636497
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Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - In: Journal of Risk and Financial Management 5 (2012) 1, pp. 78-114
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/10010699169