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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
Author
Organization
Keywords
STRUCTURAL VECTOR AUTOREGRESSIONS, MONETARY-POLICY, SUPPLY SHOCKS, US ECONOMY, FUTURES, DEMAND, OUTPUT, OPEC

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Citation

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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, vol. 28, no. 7, 2013, pp. 1087–109, doi:10.1002/jae.2283.
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. https://doi.org/10.1002/jae.2283
Chicago author-date
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. https://doi.org/10.1002/jae.2283.
Chicago author-date (all authors)
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. doi:10.1002/jae.2283.
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.
IEEE
[1]
C. Baumeister and G. Peersman, “The role of time-varying price elasticities in accounting for volatility changes in the crude oil market,” JOURNAL OF APPLIED ECONOMETRICS, vol. 28, no. 7, pp. 1087–1109, 2013.
@article{2075151,
  author       = {{Baumeister, Christiane and Peersman, Gert}},
  issn         = {{0883-7252}},
  journal      = {{JOURNAL OF APPLIED ECONOMETRICS}},
  keywords     = {{STRUCTURAL VECTOR AUTOREGRESSIONS,MONETARY-POLICY,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://doi.org/10.1002/jae.2283}},
  volume       = {{28}},
  year         = {{2013}},
}
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