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Sources of the volatility puzzle in the crude oil market

Baumeister, Christiane; Peersman, Gert - 2010

Persistent link: https://www.econbiz.de/10003937190

An evaluation of a petrol price increase in Nigeria against energy conservation objectives

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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 explanation of this empirical fact is that both the...

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

Price volatility and demand for oil : a comparative analysis of developed and developing countries

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