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

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Citation

Please use this url to cite or link to this publication:

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.
@article{2075151,
  author       = {Baumeister, Christiane and Peersman, Gert},
  issn         = {0883-7252},
  journal      = {JOURNAL OF APPLIED ECONOMETRICS},
  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},
}

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