Volatility of Oil Prices /

Volatility of Oil Prices /

This paper examines the behavior of crude oil prices since 1980, and in particular the volatility of these prices. The empirical analysis covers 'spot' prices for one of the key internationally traded crudes, namely Dated Brent Blend. A GARCH (generalized autoregressive conditional heteros...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur:	Wickham, Peter
Fformat:	Cylchgrawn
Iaith:	English
Cyhoeddwyd:	Washington, D.C. : International Monetary Fund, 1996.
Cyfres:	IMF Working Papers; Working Paper ; No. 1996/082
Mynediad Ar-lein:	Full text available on IMF

Eitemau Tebyg

Oil Price Volatility and the Role of Speculation /
gan: Beidas-Strom, Samya
Cyhoeddwyd: (2014)

Price Volatility and Financial Instability /
gan: Leon, Gene
Cyhoeddwyd: (2001)

The Relative Volatility of Commodity Prices : A Reappraisal /
gan: Arezki, Rabah
Cyhoeddwyd: (2011)

Commodity Prices : Cyclical Weakness or Secular Decline? /
gan: Wickham, Peter
Cyhoeddwyd: (1994)

Discretionary Trading and Asset Price Volatility /
gan: Aziz, Jahangir
Cyhoeddwyd: (1995)

Commodity Price Volatility and the Sources of Growth.
Cyhoeddwyd: (2012)

The Macroeconomic Effects of Higher Oil Prices /
gan: Isard, Peter
Cyhoeddwyd: (2001)

Crude Oil Prices : Trends and Forecast /
gan: Krichene, Noureddine
Cyhoeddwyd: (2008)

What Explains the Rise in Food Price Volatility? /
gan: Roache, Shaun
Cyhoeddwyd: (2010)

On the Sources of Oil Price Fluctuations /
gan: Unalmis, Deren
Cyhoeddwyd: (2009)

Oil Prices and the Global Economy /
gan: Arezki, Rabah
Cyhoeddwyd: (2017)

Oil Price Shocks : Can they Account for the Stagflation in the 1970's? /
gan: Hunt, Benjamin
Cyhoeddwyd: (2005)

Exchange Rate Volatility, Pricing to Market and Trade Smoothing /
gan: Faruqee, Hamid
Cyhoeddwyd: (1997)

New Shocks and Asset Price Volatility in General Equilibrium /
gan: Rebucci, Alessandro
Cyhoeddwyd: (2011)

Commodity Prices and Exchange Rate Volatility : Lessons from South Africa's Capital Account Liberalization /
gan: Dumitrescu, Elena
Cyhoeddwyd: (2012)

Investing Volatile Oil Revenues in Capital-Scarce Economies : An Application to Angola /
gan: Richmond, Christine
Cyhoeddwyd: (2013)

Recent Dynamics of Crude Oil Prices /
gan: Krichene, Noureddine
Cyhoeddwyd: (2006)

Hedging Government Oil Price Risk /
gan: Daniel, James
Cyhoeddwyd: (2001)

The Behavior of Non-Oil Commodity Prices /
gan: Borensztein, Eduardo
Cyhoeddwyd: (1994)

Global Implications of Lower Oil Prices /
gan: Husain, Aasim
Cyhoeddwyd: (2015)

Oil Prices and the Global Economy : Is It Different This Time Around? /
gan: Mohaddes, Kamiar
Cyhoeddwyd: (2016)

Commodity Price Volatility, Cyclical Fluctuations, and Convergence : What is Ahead for Inflation in Emerging Europe? /
gan: Zoli, Edda
Cyhoeddwyd: (2009)

Coping with Falling Oil Prices : The Different Fortunes of African Banks /
gan: Gueye, Cheikh
Cyhoeddwyd: (2019)

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets.
Cyhoeddwyd: (2009)

Commodity Price Volatility and Inclusive Growth in Low-Income Countries /
gan: Arezki, Rabah
Cyhoeddwyd: (2012)

Food Price Volatility and Its Implications for Food Security and Policy
Cyhoeddwyd: (2016)

Oil Prices and Bank Profitability : Evidence From Major Oil-Exporting Countries in the Middle East and North Africa /
gan: Hesse, Heiko
Cyhoeddwyd: (2009)

Oil Prices and Inflation Dynamics : Evidence from Advanced and Developing Economies /
gan: Choi, Sangyup
Cyhoeddwyd: (2017)

On the Sources and Consequences of Oil Price Shocks : The Role of Storage /
gan: Unalmis, Deren
Cyhoeddwyd: (2012)

Will Natural Gas Prices Decouple From Oil Prices Across the Pond? /
gan: De Bock, Reinout
Cyhoeddwyd: (2011)

Can Property Taxes Reduce House Price Volatility? : Evidence from U.S. Regions /
gan: Poghosyan, Tigran
Cyhoeddwyd: (2016)

Oil Price Shocks and Economic Growth in Oil-Exporting Countries : Does the Size of Government Matter? /
gan: Sadeghi, Amir
Cyhoeddwyd: (2017)

Forecasting Accuracy of Crude Oil Futures Prices /
gan: Kumar, Manmohan
Cyhoeddwyd: (1991)

The Impact of Oil Prices on the Banking System in the GCC /
gan: Khandelwal, Padamja
Cyhoeddwyd: (2016)

Oil Prices, External Income, and Growth : Lessons From Jordan /
gan: Raissi, Mehdi
Cyhoeddwyd: (2011)

Fiscal Policy in Oil Producing Countries During the Recent Oil Price Cycle.
Cyhoeddwyd: (2010)

Multifractal Volatility
gan: Laurent E. Calvet, Adlai J. Fisher
Cyhoeddwyd: (2008)

Volatile State
gan: Oualaalou

Multifractal Volatility
gan: Laurent E. Calvet, Adlai J. Fisher
Cyhoeddwyd: (2008)

Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals /
gan: Giorgianni, Lorenzo
Cyhoeddwyd: (1999)