The impact of monetary policy on oil process parameters and market expectations
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References listed on IDEAS
- Ben S. Bernanke & Mark Gertler & Mark Watson, 1997.
"Systematic Monetary Policy and the Effects of Oil Price Shocks,"
Brookings Papers on Economic Activity,
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- Helyette Geman & P. Carr & D. Madan & M. Yor, 2003. "Stochastic Volatility for Levy Processes," Post-Print halshs-00144385, HAL.
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More about this item
KeywordsCrude oil prices Esscher transform Inverse problem Normal inverse Gaussian Monetary policy;
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