Energy · 2019 · 44 citations · 21 references
Social SciencesBusiness EconomicsEconomicsEconometricsEnergy EconomicsStochastic ProcessesCommodity Price DynamicsDynamic Economic ModelsEnergy PricingNatural Gas Market EconomicsStochastic VolatilityVolatility ModelingElectricity Price VolatilityEnergy Price ShocksEnergy Price Volatility ModelingNatural Gas Price VolatilityTime Series Volatility ModelingTime-varying Volatility DynamicsTime-varying Volatility Models
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Systematic Monetary Policy and the Effects of Oil Price Shocks
Ben Bernanke, Mark Gertler, Mark W. Watson et al. · Brookings Papers on Economic Activity · 1997 · 1.6K citations · Full text
Understanding Real Business Cycles
Charles I. Plosser · The Journal of Economic Perspectives · 1989 · 480 citations · Full text