Amendola, Alessandra; Candila, Vincenzo; Scognamillo, … - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2014
Modeling crude oil volatility is of substantial interest for both energy researchers and policy makers. Many authors emphasize the link between this volatility and some exogenous economic variables. This paper aims to investigate the impact of the U.S. Federal Reserve monetary policy on crude...