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The transitory and permanent volatility of oil prices : what implications are there for the US industrial production?

journal contribution
posted on 2012-04-01, 00:00 authored by Huson Ali Ahmed, Omar BasharOmar Bashar, Ikm Wadud
The transitory and permanent volatility of oil prices : what implications are there for the US industrial production?

History

Journal

Applied energy

Volume

92

Pagination

447 - 455

Publisher

Pergamon

Location

Oxford, U. K.

Publisher DOI

ISSN

0306-2619

eISSN

1872-9118

Language

eng

Notes

Article first published online 16th December 2011

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2011, Elsevier Ltd.

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    Categories

    Keywords

    oil price uncertaintycomponent volatilityimpulse responseindustrial productionVAR analysisScience & TechnologyTechnologyEnergy & FuelsEngineering, ChemicalEngineeringBUSINESS-CYCLEUNCERTAINTYSHOCKSMACROECONOMYINVESTMENTIRREVERSIBILITYCOUNTRIESRESPONSESMODELEconomics

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    All Rights Reserved

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