Oil Price Volatility and the Role of Speculation /
How much does speculation contribute to oil price volatility? We revisit this contentious question by estimating a sign-restricted structural vector autoregression (SVAR). First, using a simple storage model, we show that revisions to expectations regarding oil market fundamentals and the effect of...
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| Format: | Czasopismo |
| Język: | English |
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Washington, D.C. :
International Monetary Fund,
2014.
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| Seria: | IMF Working Papers; Working Paper ;
No. 2014/218 |
| Dostęp online: | Full text available on IMF |