Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model

Energy Policy

Volumn 39, Issue 12, 2011, Pages 8022-8036

  Chai, Jian ^a,b,c   Guo, Ju E ^b   Meng, Lei ^b   Wang, Shou Yang ^c  

^a SHAANXI NORMAL UNIVERSITY   (China)

^b XI'AN JIAOTONG UNIVERSITY   (China)

^c CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

China's net import; Dollar index; Oil price

Indexed keywords

CHINA'S NET IMPORT; CORE FACTORS; DOLLAR INDEX; DYNAMIC EFFECTS; DYNAMIC IMPACTS; EXOGENOUS VARIABLES; FINANCIAL CRISIS; INFLUENTIAL FACTORS; OIL CONSUMPTION; OIL PRICES; OIL SUPPLIES; PATH ANALYSIS; TIME LAG; TIME VARYING; TIME VARYING PARAMETER; US DOLLAR;

INTERNATIONAL TRADE; REGRESSION ANALYSIS; UNCERTAINTY ANALYSIS;

COSTS;

ENERGY MARKET; ENERGY USE; FINANCIAL CRISIS; IMPORT; NUMERICAL MODEL; OIL SUPPLY; PRICE DYNAMICS;

CHINA;

EID: 80855134819     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2011.09.057     Document Type: Article

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