OPEC news announcements: Effects on oil price expectation and volatility
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References listed on IDEAS
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More about this item
KeywordsCrude oil price volatility; GARCH; Covariates; Modified dummy variables; OPEC announcements; WTI crude oil;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- N70 - Economic History - - Economic History: Transport, International and Domestic Trade, Energy, and Other Services - - - General, International, or Comparative
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