Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011987769
Persistent link: https://www.econbiz.de/10014438691
Persistent link: https://www.econbiz.de/10015076032
This paper explores the structural driving sources of oil market volatility and correlation dynamics. Our results highlight a steadily declining oil production volatility and concurrent increasing real oil price volatility since the mid-1980s. We find that a decrease in the persistence of the...
Persistent link: https://www.econbiz.de/10014078880