The Effects of Commodities and Financial Markets on Crude Oil
Investigating crude oil price volatility is crucial, because crude oil price certainly affects the economy through many channels. This study applies a Vector Auto Regression (VAR) model to examine the impact of crude oil market on basic commodities, financial markets and industrial production. We fi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2017-01-01
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| Series: | Oil & Gas Science and Technology |
| Online Access: | https://doi.org/10.2516/ogst/2016024 |