Identifying oil price shocks and their consequences : the role of expectations in the crude oil market
Year of publication: |
May 2018
|
---|---|
Authors: | Fueki, Takuji ; Higashi, Hiroka ; Higashio, Naoto ; Nakajima, Jouchi ; Ohyama, Shinsuke ; Tamanyu, Yoichiro |
Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
Subject: | Oil demand and supply | oil price | structural vector autoregressive model | Ölpreis | Oil price | Ölmarkt | Oil market | VAR-Modell | VAR model | Welt | World | Erdöl | Petroleum |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
---|---|
Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 725 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Facts and fiction in oil market modeling
Kilian, Lutz, (2019)
-
Do oil-market shocks drive global liquidity?
Ehouman, Yao Axel, (2020)
-
How the exchange rate regime affects adjustment to large oil price swings in oil exporting countries
Almozaini, Majed S., (2021)
- More ...
-
Fueki, Takuji, (2016)
-
Fueki, Takuji, (2018)
-
Fueki, Takuji, (2020)
- More ...