Non-linear oil price dynamics: A tale of heterogeneous speculators?

German Economic Review

Volumn 10, Issue 3, 2009, Pages 270-283

  Reitz, Stefan ^a,b   Slopek, Ulf ^a  

^a JUSTUS LIEBIG UNIVERSITY   (Germany)

^b DEUTSCHE BUNDESBANK   (Germany)

Author keywords

Endogenous bubbles; Oil price dynamics; STR GARCH model

Indexed keywords

ENERGY MARKET; HETEROGENEITY; MODELING; OIL SUPPLY; PRICE DYNAMICS;

NORTH AMERICA; TEXAS; UNITED STATES;

EID: 67650370116     PISSN: 14656485     EISSN: 14680475     Source Type: Journal    
DOI: 10.1111/j.1468-0475.2008.00456.x     Document Type: Article

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