This study investigates the extent and persistence of major crisis events in the crude oil market and economy and searches for general rules of event impact. Although the short-term effects of such crises may quickly become evident, their long-term impli
The peak of oil production—Timings and market recognition oil futures prices, and we conclude that the market participants, among them the crude oil producers, already expect a near-term peak of oil production... PD Almeida,PD Silva - 《Energy Policy》 被引量: 178发表: 2009年 Encircling th...
In the volatility forecasting of the GARCH-type models, the GJR-GARCH model is the best for both oil futures. Abstract The paper examines the volatility predictive ability of the CBOE crude oil volatility index (OVX), GARCH and Stochastic Volatility Models in the crude oil market. Specifically...