An analysis of oil production by OPEC countries: Persistence, breaks, and outliers
نویسندگان
چکیده
منابع مشابه
اقتصادسنجی ساختاری اوپک
This study examines the time series behavior of oil production for OPEC member countries in a fractional integration modeling framework. It’s aim is to identify the potential for structural breaks and outliers. The analysis is based on a monthly data from January 1973 to October 2008 for 12 OPEC member countries. The results indicate that a mean reverting persistence in breaks has been experien...
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ژورنال
عنوان ژورنال: Energy Policy
سال: 2011
ISSN: 0301-4215
DOI: 10.1016/j.enpol.2010.10.024