Narrow search
Showing 1 - 10 of 392,029
Cover Image
Modelling oil price volatility before, during and after the global financial crisis
Salisu, Afees A. - In: OPEC energy review 38 (2014) 4, pp. 469-495
Persistent link: https://www.econbiz.de/10010495856
Cover Image
Measurement of EU27 oil vulnerability
Roupas, Christos V.; Flamos, Alexandros; Psarras, John - In: International journal of energy sector management : IJESM 3 (2009) 2, pp. 203-218
Persistent link: https://www.econbiz.de/10003935108
Cover Image
Left in the dark? : oil and rural poverty
Smith, Brock; Wills, Samuel - 2015
Persistent link: https://www.econbiz.de/10011396882
Cover Image
Extreme Movements and Measuring Risk in WTI Oil Prices
Zikovic, Sasa - 2010
We investigate the performance of Value at Risk (VaR) models at measuring risk for WTI oil one-month futures returns. VaR models are used to calculate commodity market risk at extreme quantiles: 0.95, 0.99, 0.995 and 0.999 for both long and short trading positions. Widespread VaR models do not...
Persistent link: https://www.econbiz.de/10013142311
Cover Image
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for … the measurement of oil price shocks. …
Persistent link: https://www.econbiz.de/10011434566
Cover Image
Determinants of sovereign bond yields in emerging economies : some panel inferences
Sri Hari Naidu. A; Goyari, Phanindra; Kamaiah, Bandi - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 101-118
Persistent link: https://www.econbiz.de/10011564547
Cover Image
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
alternatives and more economically plausible. We discuss implications of our analysis for the estimation of economic models of …
Persistent link: https://www.econbiz.de/10010409922
Cover Image
The effect of oil prices on industrial production in oil-importing countries : panel cointegration test
Kalymbetova, Aigul; Zhetibayev, Zhanture; Kambar, Raushan; … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 186-192
Persistent link: https://www.econbiz.de/10012587314
Cover Image
Total factor productivity growth and oil price volatility
Balashova, Svetlana P. - In: International journal of trade and global markets 14 (2021) 6, pp. 548-558
Persistent link: https://www.econbiz.de/10012693584
Cover Image
Understanding the estimation of oil demand and oil supply elasticities
Kilian, Lutz - 2020
Using a novel dataset, we develop a structural model of the Very Large Crude Carrier (VLCC) market between the Arabian Gulf and the Far East. We study how fluctuations in oil tanker rates, oil exports, shipowner profits, and bunker fuel prices are determined by shocks to the supply and demand...
Persistent link: https://www.econbiz.de/10012395168