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Volumn 20, Issue 3, 1998, Pages 265-271

The cyclical behavior of monthly NYMEX energy prices

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; ELECTRIC RATES; INDUSTRIAL ECONOMICS;

EID: 0032101433     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(97)00007-8     Document Type: Article
Times cited : (20)

References (11)
  • 2
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    • Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research
    • Cogley T., Nason J.M. Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research. J. Econ. Dyn. Control. 19:1995;253-278.
    • (1995) J. Econ. Dyn. Control , vol.19 , pp. 253-278
    • Cogley, T.1    Nason, J.M.2
  • 3
    • 0028589692 scopus 로고
    • Stylized facts of business cycles in the G7 from a real business cycles perspective
    • Fiorito R., Kollintzas T. Stylized facts of business cycles in the G7 from a real business cycles perspective. Eur. Econ. Rev. 38:1994;235-269.
    • (1994) Eur. Econ. Rev. , vol.38 , pp. 235-269
    • Fiorito, R.1    Kollintzas, T.2
  • 4
    • 85017128111 scopus 로고
    • Oil and the macroeconomy since World War II
    • Hamilton J.D. Oil and the macroeconomy since World War II. J. Political Econ. 91:1983;228-248.
    • (1983) J. Political Econ. , vol.91 , pp. 228-248
    • Hamilton, J.D.1
  • 5
    • 0000057116 scopus 로고
    • Low frequency filtering and real business cycles
    • King R.G., Rebelo S.T. Low frequency filtering and real business cycles. J. Econ. Dyn. Control. 17:1993;207-231.
    • (1993) J. Econ. Dyn. Control , vol.17 , pp. 207-231
    • King, R.G.1    Rebelo, S.T.2
  • 8
    • 0000712639 scopus 로고
    • Oil and the macroeconomy when prices go up and down: An extension of Hamilton's results
    • Mork K.A. Oil and the macroeconomy when prices go up and down: an extension of Hamilton's results. J. Political Econ. 97:1988;740-744.
    • (1988) J. Political Econ. , vol.97 , pp. 740-744
    • Mork, K.A.1
  • 10
    • 38149146733 scopus 로고
    • A cointegration analysis of petroleum futures prices
    • Serletis A. A cointegration analysis of petroleum futures prices. Energy Econ. 16:1994;93-97.
    • (1994) Energy Econ. , vol.16 , pp. 93-97
    • Serletis, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.