Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method

Energy Economics

Volumn 31, Issue 5, 2009, Pages 768-778

  Zhang, Xun ^a,b   Yu, Lean ^a   Wang, Shouyang ^a,b   Lai, Kin Keung ^c  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b UNIVERSITY OF CHINESE ACADEMY OF SCIENCES   (China)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Crude oil price; Empirical mode decomposition; Event analysis; Impact of extreme events

Indexed keywords

CRUDE OIL MARKET; CRUDE OIL PRICE; CRUDE OIL PRICES; DIFFERENT MODES; DIFFERENT TIME SCALE; DOMINANT MODE; EMPIRICAL MODE DECOMPOSITION; EMPIRICAL RESULTS; EVENT ANALYSIS; EXTREME EVENTS; FEASIBLE SOLUTION; IMPACT OF EXTREME EVENTS; INTRINSIC MODES; IRAQ WAR; PERSIAN GULF; STEP-BY-STEP;

ACOUSTIC SIGNAL PROCESSING; COSTS; CRUDE PETROLEUM; ESTIMATION; MILITARY OPERATIONS; TIME SERIES;

PETROLEUM ANALYSIS;

COMMODITY PRICE; CRUDE OIL; DECOMPOSITION ANALYSIS; ECONOMIC IMPACT; ENERGY MARKET; EXTREME EVENT; TIME SERIES ANALYSIS;

EID: 67650747617     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.04.003     Document Type: Article

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