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The role of time-varying price elasticities in accounting for volatility changes in the crude oil market

Christiane Baumeister UGent and Gert Peersman UGent (2013) JOURNAL OF APPLIED ECONOMETRICS. 28(7). p.1087-1109
Please use this url to cite or link to this publication:
author
organization
year
type
journalArticle (original)
publication status
published
subject
keyword
MONETARY-POLICY, STRUCTURAL VECTOR AUTOREGRESSIONS, SUPPLY SHOCKS, US ECONOMY, FUTURES, DEMAND, OUTPUT, OPEC
journal title
JOURNAL OF APPLIED ECONOMETRICS
J. Appl. Econom.
volume
28
issue
7
pages
1087 - 1109
Web of Science type
Article
Web of Science id
000327258000002
JCR category
ECONOMICS
JCR impact factor
1.562 (2013)
JCR rank
70/333 (2013)
JCR quartile
1 (2013)
ISSN
0883-7252
DOI
10.1002/jae.2283
language
English
UGent publication?
yes
classification
A1
copyright statement
I have transferred the copyright for this publication to the publisher
id
2075151
handle
http://hdl.handle.net/1854/LU-2075151
date created
2012-03-27 14:29:56
date last changed
2014-04-17 11:08:06
@article{2075151,
  author       = {Baumeister, Christiane and Peersman, Gert},
  issn         = {0883-7252},
  journal      = {JOURNAL OF APPLIED ECONOMETRICS},
  keyword      = {MONETARY-POLICY,STRUCTURAL VECTOR AUTOREGRESSIONS,SUPPLY SHOCKS,US ECONOMY,FUTURES,DEMAND,OUTPUT,OPEC},
  language     = {eng},
  number       = {7},
  pages        = {1087--1109},
  title        = {The role of time-varying price elasticities in accounting for volatility changes in the crude oil market},
  url          = {http://dx.doi.org/10.1002/jae.2283},
  volume       = {28},
  year         = {2013},
}

Chicago
Baumeister, Christiane, and Gert Peersman. 2013. “The Role of Time-varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market.” Journal of Applied Econometrics 28 (7): 1087–1109.
APA
Baumeister, C., & Peersman, G. (2013). The role of time-varying price elasticities in accounting for volatility changes in the crude oil market. JOURNAL OF APPLIED ECONOMETRICS, 28(7), 1087–1109.
Vancouver
1.
Baumeister C, Peersman G. The role of time-varying price elasticities in accounting for volatility changes in the crude oil market. JOURNAL OF APPLIED ECONOMETRICS. 2013;28(7):1087–109.
MLA
Baumeister, Christiane, and Gert Peersman. “The Role of Time-varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market.” JOURNAL OF APPLIED ECONOMETRICS 28.7 (2013): 1087–1109. Print.