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

Ahmed, Huson Joher Ali, Bashar, Omar H.M.N. and Wadud, I.K.M. Mokhtarul 2012, The transitory and permanent volatility of oil prices : what implications are there for the US industrial production?, Applied energy, vol. 92, pp. 447-455, doi: 10.1016/j.apenergy.2011.11.013.

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Title The transitory and permanent volatility of oil prices : what implications are there for the US industrial production?
Author(s) Ahmed, Huson Joher AliORCID iD for Ahmed, Huson Joher Ali orcid.org/0000-0002-0186-2564
Bashar, Omar H.M.N.ORCID iD for Bashar, Omar H.M.N. orcid.org/0000-0003-3704-1298
Wadud, I.K.M. MokhtarulORCID iD for Wadud, I.K.M. Mokhtarul orcid.org/0000-0003-3846-5615
Journal name Applied energy
Volume number 92
Start page 447
End page 455
Total pages 9
Publisher Pergamon
Place of publication Oxford, U. K.
Publication date 2012-04
ISSN 0306-2619
1872-9118
Keyword(s) oil price uncertainty
component volatility
impulse response
industrial production
VAR analysis
Notes Article first published online 16th December 2011
Language eng
DOI 10.1016/j.apenergy.2011.11.013
Field of Research 140299 Applied Economics not elsewhere classified
140205 Environment and Resource Economics
140303 Economic Models and Forecasting
Socio Economic Objective 859999 Energy not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2011, Elsevier Ltd.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30041541

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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