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An analysis of factors affecting price volatility of the US oil market

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  • Yang, C. W.
  • Hwang, M. J.
  • Huang, B. N.

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  • Yang, C. W. & Hwang, M. J. & Huang, B. N., 2002. "An analysis of factors affecting price volatility of the US oil market," Energy Economics, Elsevier, vol. 24(2), pages 107-119, March.
  • Handle: RePEc:eee:eneeco:v:24:y:2002:i:2:p:107-119
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    References listed on IDEAS

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    1. Bentzen, Jan & Engsted, Tom, 1993. "Short- and long-run elasticities in energy demand : A cointegration approach," Energy Economics, Elsevier, pages 9-16.
    2. Greenhut, M L & Hwang, M J & Ohta, H, 1974. "Price Discrimination by Regulated Motor Carriers: Comment," American Economic Review, American Economic Association, pages 780-784.
    3. Peter Ferderer, J., 1996. "Oil price volatility and the macroeconomy," Journal of Macroeconomics, Elsevier, pages 1-26.
    4. Ezzati, Ali, 1976. "Future OPEC price and production strategies as affected by its capacity to absorb oil revenues," European Economic Review, Elsevier, vol. 8(2), pages 107-138, August.
    5. Mead, Walter J, 1979. "The Performance of Government in Energy Regulations," American Economic Review, American Economic Association, pages 352-356.
    6. A.F Alhajji & David Huettner, 2000. "OPEC and World Crude Oil Markets from 1973 to 1994: Cartel, Oligopoly, or Competitive?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 31-60.
    7. Griffin, James M, 1985. "OPEC Behavior: A Test of Alternative Hypotheses," American Economic Review, American Economic Association, pages 954-963.
    8. Kausik Chaudhuri, 2001. "Long-run prices of primary commodities and oil prices," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 531-538.
    9. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters,in: THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78 World Scientific Publishing Co. Pte. Ltd..
    10. Huang, Bwo-Nung & Yang, Chin-Wei, 2000. "The Impact of Financial Liberalization on Stock Price Volatility in Emerging Markets," Journal of Comparative Economics, Elsevier, pages 321-339.
    11. Pindyck, Robert S., 1998. "The long-run evolution of energy prices," Working papers WP 4044-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    12. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, pages 307-327.
    13. Pakravan, Karim, 1984. "Estimation of user's cost for a depletable resource such as oil," Energy Economics, Elsevier, pages 35-40.
    14. A.F. Alhajji & David Huettner, 2000. "The Target Revenue Model and the World Oil Market: Empirical Evidence from 1971 to 1994," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 121-144.
    15. Mork, Knut Anton, 1989. "Oil and Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results," Journal of Political Economy, University of Chicago Press, vol. 97(3), pages 740-744, June.
    16. Pindyck, Robert S, 1978. "Gains to Producers from the Cartelization of Exhaustible Resources," The Review of Economics and Statistics, MIT Press, pages 238-251.
    17. A. Arize, 2000. "U.S. petroleum consumption behavior and oil price uncertainty: Tests of cointegration and parameter instability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, pages 463-477.
    18. Robert S. Pindyck, 1999. "The Long-Run Evolutions of Energy Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 1-27.
    19. Hillard G. Huntington, 1998. "Crude Oil Prices and U.S. Economic Performance: Where Does the Asymmetry Reside?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 107-132.
    20. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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