THE ROLE OF TIME-VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET
Author:
Affiliation:
1. Bank of Canada; Ottawa Canada
2. Department of Financial Economics; Ghent University; Belgium
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference39 articles.
1. What do we learn from the price of crude oil futures?;Alquist;Journal of Applied Econometrics,2010
2. Baumeister C Peersman G 2012 Time-varying effects of oil supply shocks on the U.S. economy
3. Benati L Mumtaz H 2007 U.S. evolving macroeconomic dynamics: a structural investigation
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