An analysis of factors affecting price volatility of the US oil market
By Chin W. Yang, M. Hwang, Bwo-Nung Huang. 2002
175 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/469062766945c6336ac8d9a0cc4e0b7a198c188a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Christiane Baumeister
- G. Peersman
- Lutz Kilian
- Ine Van Robays
- George Filis
- Luca Benati
- Stavros Degiannakis *
- V. Lewis
In Renewable Energy, Sustainability and the Environment
- Christiane Baumeister
- G. Peersman
- Lutz Kilian
- George Filis
- Ine Van Robays
- Stavros Degiannakis *
- Ronald A. Ratti
- Wensheng Kang
Citations in the corpus
- Security of Energy Supply: Comparing Scenarios from a European Perspective (2005, unknown): “Liberalization of trading markets and development of transaction tools such as derivatives and information technology seem to intensify volatility (Yang et al., 2002).”
- The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market (2013, background): “Previous empirical studies about oil price volatility (e.g. Barsky and Kilian 2002; Regnier 2007; Yang, Hwang, and Huang 2002) have shown that surges in volatility typically are not a one-time event but re ect sustained developments in the market.”
- Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012, unknown): “Hypothesis (EMH) and the Derivative Pricing [1,2].”