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Crude oil market and global financial crisis : structural break and market volatility analysis

Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10011714391

A bivariate FIGARCH model of crude oil price volatility

Brunetti, Ceslo; Gilbert, Christopher L. - 1998

Persistent link: https://www.econbiz.de/10000667377

World crude oil markets : monetary policy and the recent oil shock

Krichene, Noureddine - 2006

Persistent link: https://www.econbiz.de/10003321829

Nonlinear oil price dynamics : a tale of heterogeneous speculators?

Reitz, Stefan (contributor); Slopek, Ulf Dieter (contributor) - 2008

While some of the recent surge of oil prices can be attributed to robust global demand at a time of tight production capacities, commentators occasionally also blame the impact of speculators for part of the price pressure. We propose an empirical oil market model with heterogeneous speculators....

Persistent link: https://www.econbiz.de/10003794310

Forward curves, scarcity and price volatility in oil and natural gas markets

Geman, Hélyette; Ohana, Steve - In: Energy economics 31 (2009) 4, pp. 576-585

Persistent link: https://www.econbiz.de/10003867821

Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility

Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira - In: Energy economics 29 (2007) 1, pp. 28-36

Persistent link: https://www.econbiz.de/10003413296

Non-linear oil price dynamics : a tale of heterogeneous speculators?

Reitz, Stefan; Slopek, Ulf Dieter - In: German economic review 10 (2009) 3, pp. 270-283

Persistent link: https://www.econbiz.de/10003873704

The role of time-varying price elasticities in accounting for volatility changes in the crude oil Market

Baumeister, Christiane; Peersman, Gert - 2011

There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline … in the volatility of oil production since the early 1990s. We explore reasons for this evolution. We show that a likely …

Persistent link: https://www.econbiz.de/10009382056

The oil trading markets, 2003 - 2010 : analysis of market behaviour and possible policy responses

Turner, Adair; Farrimond, Jon; Hill, Jonathan - 2011

Persistent link: https://www.econbiz.de/10009490839

Evaluating a year of oil price volatility

Davig, Troy; Melek, Nida Çakır; Nie, Jun; Smith, A. Lee; … - In: Economic review 100 (2015) 3, pp. 5-30

Persistent link: https://www.econbiz.de/10011392485