Fuel and Energy Abstracts · 2002 · 50 citations · 0 references
Social SciencesEconomicsEconometricsMacroeconomicsTime Series AnalysisCointegration AnalysisCommodity Price DynamicsModel SpecificationOil EconomicsTime Series EconometricsVolatility ModelingEnergy Price ShocksGeneralized Autoregressive Conditional Heteroskedasticity ModelsMacroeconomic ImpactsOil Price ForecastingOil Price ShocksOil Price VolatilityOil PricesPrice Fluctuations