VOlatility in oil prices and manufacturing activity: An investigation of real options

Macroeconomic Dynamics

Volumn 15, Issue SUPPL. 3, 2011, Pages 379-395

  Elder, John ^a   Serletis, Apostolos ^b  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

Multivariate GARCH VAR; Oil Volatility; Real Options; Uncertainty

Indexed keywords

EID: 84855935162     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.1017/S1365100511000630     Document Type: Article

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