OPEC news announcements: Effects on oil price expectation and volatility

Energy Economics

Volumn 34, Issue 5, 2012, Pages 1656-1663

  Schmidbauer, Harald ^a   Rösch, Angi ^b  

^a ISTANBUL BILGI UNIVERSITY   (Turkey)

^b FOM UNIVERSITY OF APPLIED SCIENCES   (Germany)

Author keywords

Covariates; Crude oil price volatility; GARCH; Modified dummy variables; OPEC announcements; WTI crude oil

Indexed keywords

COVARIATES; CRUDE OIL PRICES; GARCH; MODIFIED DUMMY VARIABLES; OPEC ANNOUNCEMENTS;

ECONOMICS; ENERGY RESOURCES;

CRUDE OIL;

COVARIANCE ANALYSIS; CRUDE OIL; ENERGY POLICY; NUMERICAL MODEL; OIL PRODUCTION; OIL SUPPLY; OPEC; PRICE DYNAMICS; REGRESSION ANALYSIS;

EID: 84864822965     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.01.006     Document Type: Article

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