Zobrazeno 1 - 9
of 9
pro vyhledávání: '"oil supply elasticity"'
Autor:
Kilian, Lutz
A series of recent articles has called into question the validity of VAR models of the global market for crude oil. These studies seek to replace existing oil market models by structural VAR models of their own based on different data, different iden
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4f07d9107dadf3d89075857afd4fe006
https://hdl.handle.net/10419/246873
https://hdl.handle.net/10419/246873
Akademický článek
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Autor:
Kilian, Lutz
Using a novel dataset, we develop a structural model of the Very Large Crude Carrier (VLCC) market between the Arabian Gulf and the Far East. We study how fluctuations in oil tanker rates, oil exports, shipowner profits, and bunker fuel prices are de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ba9dc6681cc613abe2d9da19e99fa592
https://hdl.handle.net/10419/229158
https://hdl.handle.net/10419/229158
Autor:
Ma, Lin
The purpose of this thesis is to study the role of oil in the macroeconomy. The thesis consists of an introduction and four independent papers. The first paper studies factors drive the oil prices, in the long run, using a dominant firm-competitive f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::29ff758ddfd53f777bdfd2ad9c107bf6
https://hdl.handle.net/11250/2596501
https://hdl.handle.net/11250/2596501
Autor:
Kilian, Lutz, Zhou, Xiaoqing
Recently, Baumeister and Hamilton (henceforth: BH) have argued that existing studies of the global oil market fail to account for uncertainty about their identifying assumptions. They recommend an alternative econometric approach intended to address
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::556be341bfd3b328e2ba77c255dcb545
https://hdl.handle.net/10419/185364
https://hdl.handle.net/10419/185364
Akademický článek
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Publikováno v:
SSRN Electronic Journal.
In this paper we estimate a dominant firm-competitive fringe model for the crude oil market using quarterly data on oil prices for the 1986-2009 period. All the estimated structural parameters have the expected sign and are significant at standard te
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91505a9c5eea21948dc5b0a08108892c
https://doi.org/10.2139/ssrn.2446389
https://doi.org/10.2139/ssrn.2446389
