The role of time-varying price elasticities in accounting for volatility changes in the crude oil market

Journal of Applied Econometrics

Volumn 28, Issue 7, 2013, Pages 1087-1109

  Baumeister, Christiane ^a   Peersman, Gert ^b  

^a BANK OF CANADA   (Canada)

^b GHENT UNIVERSITY   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84887256028     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.2283     Document Type: Article

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