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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Detalles Bibliográficos
Autor principal: Beidas-Strom, Samya
Otros Autores: Pescatori, Andrea
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2014.
Colección:IMF Working Papers; Working Paper ; No. 2014/218
Acceso en línea:Full text available on IMF

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