The impact of monetary policy on oil process parameters and market expectations

Following record low interest rates and a depreciating US dollar, crude oil prices came under increasing pressure during the period 2003M5–2007M10. Oil price process parameters changed dramatically toward consistently rising prices. Short-term forecasting implied the persistence of the observed tren...

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Bibliographic details
Volume: 21
Main Author: Askari, Hossein
Krichene, Noureddine
Format: Journal Article
Language: English
Place of publication: Greenwich Elsevier Inc 2010
Elsevier
Elsevier Science Ltd
published in: Global finance journal Vol. 21; no. 2; pp. 186 - 200
Data of publication: 2010
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
Q43
C22
E31
E52
Q41
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
CrossRef
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS