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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_____%2F20%3AN0000038" target="_blank" >RIV/26867184:_____/20:N0000038 - isvavai.cz</a>

  • Alternative codes found

    RIV/26867184:_____/18:N0000044

  • Result on the web

    <a href="https://www.sciencedirect.com/science/article/abs/pii/S1544612318304380" target="_blank" >https://www.sciencedirect.com/science/article/abs/pii/S1544612318304380</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

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50202 - Applied Economics, Econometrics

Result continuities

  • Project

  • Continuities

    N - Vyzkumna aktivita podporovana z neverejnych zdroju

Others

  • Publication year

    2020

  • 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

    1544-6123

  • e-ISSN

  • Volume of the periodical

    32

  • Issue of the periodical within the volume

    Leden 2020

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    8

  • Pages from-to

    1-8

  • UT code for WoS article

    000518873000008

  • EID of the result in the Scopus database

    2-s2.0-85059967419