Oil Price Volatility and the Role of Speculation
December 12, 2014
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Format: Chicago
Summary
Subject: Commodities, Financial institutions, Financial markets, Futures, Futures markets, Oil, Oil prices, Oil production, Prices, Production
Keywords: Crude oil speculation and inventories, Demand and supply shocks, Elasticity of oil supply, Flow demand shock, Futures, Futures market, Futures markets, Global, Oil, Oil and the business cycle, Oil demand shocks, Oil price, Oil price volatility, Oil prices, Oil production, Price change, Price impact, Price movement, Price response, Residual oil demand shock, Speculative demand shocks, Spot price, Upper bound for the oil price response, Variance decomposition, Vector autoregression (VAR), WP
Publication Details
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Pages:
34
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2014/218
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Stock No:
WPIEA2014218
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ISBN:
9781498333481
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ISSN:
1018-5941