A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices
نویسندگان
چکیده
منابع مشابه
OPEC announcements and their effects on crude oil prices
We investigate evidence on the effects of OPEC announcements on world oil prices by examining announcements from both official conferences and ministerial meetings on major international crudes, including the key benchmarks and several other heavy and light grades. With data from 1982 to 2008, we use event study methodology and find differentiation in the magnitude and significance of market re...
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ژورنال
عنوان ژورنال: Empirical Economics
سال: 2014
ISSN: 0377-7332,1435-8921
DOI: 10.1007/s00181-014-0848-0