Asset value, interest rates and oil price volatility [electronic resource] / Vipin Arora.
Asset value, interest rates and oil price volatility [electronic resource] / Vipin Arora.
Asset value, interest rates and oil price volatility [electronic resource] / Vipin Arora.
About this item
Full title
Author / Creator
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2011.
Date
2011.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Canberra] : Australian National University, [College of Business & Economics], 2011.
Series
Place of Publication
Australian Capital Territory
Date Published
2011.
Subjects
Subject Keywords
- Australian
More information
Scope and Contents
Summary
"Simulations from a standard two-region model where producers respond to changes in interest rates are better able to match observed data than an identical model without supply-side responses. This indicates that incorporating the supply-side behaviour of oil producers is quantitatively important when endogenously modeling oil prices. These results...
Alternative Titles
Full title
Asset value, interest rates and oil price volatility [electronic resource] / Vipin Arora.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working papers in economics & econometrics ; no. 536.
Title from title screen (viewed on Oct. 15, 2012).
"JEL codes: E37, F47, Q43".
"January 2011".
Includes bibliographical references.
System details note
Mode of access: Available online. Address as at: http://www.cbe.anu.edu.au/research/papers/pdf/wp536.pdf.
System requirements: Adobe Acrobat reader required to view document.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvBov6qZZl
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvBov6qZZl
Other Identifiers
ISBN
0868315362
9780868315362
DDC
338.27282
MMS ID
991016503309702626
