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

  • Yang, C. W.
  • Hwang, M. J.
  • Huang, B. N.
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    File URL: http://www.sciencedirect.com/science/article/B6V7G-44XC8W9-1/2/170c609d0497b7ca93c6043aa9116798
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    Article provided by Elsevier in its journal Energy Economics.

    Volume (Year): 24 (2002)
    Issue (Month): 2 (March)
    Pages: 107-119

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    Handle: RePEc:eee:eneeco:v:24:y:2002:i:2:p:107-119
    Contact details of provider: Web page: http://www.elsevier.com/locate/eneco

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    1. 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.
    2. Peter Ferderer, J., 1996. "Oil price volatility and the macroeconomy," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 1-26.
    3. Kausik Chaudhuri, 2001. "Long-run prices of primary commodities and oil prices," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 531-538.
    4. Bentzen, Jan & Engsted, Tom, 1993. "Short- and long-run elasticities in energy demand : A cointegration approach," Energy Economics, Elsevier, vol. 15(1), pages 9-16, January.
    5. 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.
    6. Griffin, James M, 1985. "OPEC Behavior: A Test of Alternative Hypotheses," American Economic Review, American Economic Association, vol. 75(5), pages 954-63, December.
    7. Huang, Bwo-Nung & Yang, Chin-Wei, 2000. "The Impact of Financial Liberalization on Stock Price Volatility in Emerging Markets," Journal of Comparative Economics, Elsevier, vol. 28(2), pages 321-339, June.
    8. 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.
    9. Greenhut, M L & Hwang, M J & Ohta, H, 1974. "Price Discrimination by Regulated Motor Carriers: Comment," American Economic Review, American Economic Association, vol. 64(4), pages 780-84, September.
    10. 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.
    11. A. Arize, 2000. "U.S. petroleum consumption behavior and oil price uncertainty: Tests of cointegration and parameter instability," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(4), pages 463-477, December.
    12. Mead, Walter J, 1979. "The Performance of Government in Energy Regulations," American Economic Review, American Economic Association, vol. 69(2), pages 352-56, May.
    13. Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
    14. 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.
    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 740-44, June.
    16. Pindyck, Robert S, 1978. "Gains to Producers from the Cartelization of Exhaustible Resources," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 238-51, May.
    17. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    18. 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.
    19. Pakravan, Karim, 1984. "Estimation of user's cost for a depletable resource such as oil," Energy Economics, Elsevier, vol. 6(1), pages 35-40, January.
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