Sources of Volatility during Four Oil Price Crashes
Previous sharp oil price declines have been accompanied by elevated ex-post volatility. In contrast, volatility was much less elevated during the oil price crash in 2014/15. We provide evidence that oil prices declined in a relatively measured manner during 2014/15, with a dispersion of price change...
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| Language: | en_US |
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Taylor and Francis
2015
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| Online Access: | http://hdl.handle.net/10986/23515 |