Brent crude oil prices volatility during major crises
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F26867184%3A_____%2F18%3AN0000044" target="_blank" >RIV/26867184:_____/18:N0000044 - isvavai.cz</a>
Alternative codes found
RIV/26867184:_____/20:N0000038
Result on the web
<a href="http://dx.doi.org/10.1016/j.frl.2018.12.026" target="_blank" >http://dx.doi.org/10.1016/j.frl.2018.12.026</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.frl.2018.12.026" target="_blank" >10.1016/j.frl.2018.12.026</a>
Alternative languages
Result language
angličtina
Original language name
Brent crude oil prices volatility during major crises
Original language description
Volatility patterns in Brent crude oil spot and futures prices are examined during four major crises that significantly affected the oil markets: the First Gulf war 1990/91; the Asian Financial crisis 1997/98; the US terrorist attack 2001; and the Global Financial crisis 2008/9. The selected crises arose due to different triggers having diverse implications for oil market participants. The outcomes reveal higher levels of volatility during crises that was directly associated with oil supply/demand disruptions and higher volatility persistence during financial/economic crises, indicating that volatility persistence is a key issue when uncertainty is derived from global economic and financial instability.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
Project
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Continuities
N - Vyzkumna aktivita podporovana z neverejnych zdroju
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Finance Research Letters
ISSN
15446123
e-ISSN
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Volume of the periodical
27
Issue of the periodical within the volume
december 2018
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
8
Pages from-to
1-8
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85059967419