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...
| المؤلف الرئيسي: | |
|---|---|
| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2014.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2014/218 |
| الوصول للمادة أونلاين: | Full text available on IMF |