Volatility of Oil Prices /

Volatility of Oil Prices /

This paper examines the behavior of crude oil prices since 1980, and in particular the volatility of these prices. The empirical analysis covers 'spot' prices for one of the key internationally traded crudes, namely Dated Brent Blend. A GARCH (generalized autoregressive conditional heteros...

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Bibliografiske detaljer
Hovedforfatter:	Wickham, Peter
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 1996.
Serier:	IMF Working Papers; Working Paper ; No. 1996/082
Online adgang:	Full text available on IMF

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