The transitory and permanent volatility of oil prices: What implications are there for the US industrial production?

Applied Energy

Volumn 92, Issue , 2012, Pages 447-455

  Ali Ahmed, Huson Joher ^a   Bashar, Omar H M N ^a   Wadud, I K M Mokhtarul ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Component volatility; Impulse response; Industrial production; Oil price uncertainty; VAR analysis

Indexed keywords

COSTS; DECOMPOSITION; ENERGY POLICY; IMPULSE RESPONSE; INDUSTRY; VALUE ENGINEERING;

COMMODITY PRICES; COMPONENT STRUCTURE; COMPONENT VOLATILITY; DYNAMIC IMPACTS; IMPULSE RESPONSE FUNCTIONS; INDUSTRIAL PRODUCTION; MODEL ESTIMATES; OIL PRICE SHOCKS; OIL PRICE UNCERTAINTY; OIL PRICE VOLATILITY; OIL PRICES; PRICE LEVELS; US ECONOMY; US ENERGY POLICY; VAR ANALYSIS; VAR MODELLING; VARIANCE DECOMPOSITION;

WELL STIMULATION;

COST-BENEFIT ANALYSIS; ENERGY MARKET; ENERGY POLICY; FOSSIL FUEL; INDUSTRIAL PRODUCTION; PRICE DYNAMICS; UNCERTAINTY ANALYSIS; VARIANCE ANALYSIS; VOLATILIZATION;

UNITED STATES;

EID: 83455211404     PISSN: 03062619     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apenergy.2011.11.013     Document Type: Article

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