OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
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More about this item
KeywordsOil markets; Volatility; OPEC announcements;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-07-23 (All new papers)
- NEP-ENE-2017-07-23 (Energy Economics)
- NEP-RMG-2017-07-23 (Risk Management)
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