Documents & Reports

Sources of volatility during four oil price crashes (English)

Abstract

Previous sharp oil price declines have been accompanied by elevated ex post volatility. In contrast, volatility was much less elevated during the oil price crash in 2014/15. This paper provides evidence that oil prices declined in a relatively measured... See More +

Details

  • Baffes, John; Kshirsagar, Varun;
  • 2015/09/28 11:08:02
  • Policy Research Working Paper
  • WPS7425
  • 1
  • 1
  • World
  • The World Region
  • 2015/09/28 11:07:02
  • Disclosed
  • Sources of volatility during four oil price crashes
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