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...
| Yazar: | |
|---|---|
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
1996.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 1996/082 |
| Online Erişim: | Full text available on IMF |