Brent crude oil prices volatility during major crises

Kód výsledku v 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>

Nalezeny alternativní kódy

RIV/26867184:_____/18:N0000044

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Brent crude oil prices volatility during major crises

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Brent crude oil prices volatility during major crises

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

—

Návaznosti

N - Vyzkumna aktivita podporovana z neverejnych zdroju

Rok uplatnění

2020

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

FINANCE RESEARCH LETTERS

ISSN

1544-6123

e-ISSN

—

Svazek periodika

32

Číslo periodika v rámci svazku

Leden 2020

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

8

Strana od-do

1-8

Kód UT WoS článku

000518873000008

EID výsledku v databázi Scopus

2-s2.0-85059967419