Analysis of real oil prices via trend-cycle decomposition

Energy Policy

Volumn 38, Issue 7, 2010, Pages 3676-3683

  Özbek, Levent ^a   Özlale, Ümit ^b  

^a ANKARA UNIVERSITY   (Turkey)

^b TOBB UNIVERSITY OF ECONOMICS AND TECHNOLOGY   (Turkey)

Author keywords

Extended Kalman filter; Oil prices; Trend and cycle decomposition

Indexed keywords

CYCLE DECOMPOSITIONS; ECONOMIC ACTIVITIES; GLOBAL ECONOMIC ACTIVITY; GLOBAL ECONOMIC CONDITIONS; OIL PRICE CHANGES; OIL PRICE SHOCKS; OIL PRICES; STOCHASTIC TRENDS; TREND AND CYCLE DECOMPOSITION; TREND-CYCLE DECOMPOSITION;

COSTS; ECONOMICS; EXTENDED KALMAN FILTERS; POSITION CONTROL; STOCHASTIC SYSTEMS;

GAS INDUSTRY;

DECOMPOSITION ANALYSIS; ECONOMIC ACTIVITY; GLOBAL ECONOMY; KALMAN FILTER; OIL SUPPLY; PRICE DETERMINATION; PRICE DYNAMICS; STOCHASTICITY; TREND ANALYSIS;

EID: 77953686226     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2010.02.045     Document Type: Article

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