Identification of Expectational Shocks in the Oil Market using OPEC Announcements
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- Sardar, Naafey & Qureshi, Irfan, 2024. "Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound," Energy Economics, Elsevier, vol. 132(C).
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More about this item
Keywords
Oil supply expectations ; Information frictions ; OPEC announcements ; Highfrequency ; identification ; External instruments ; International transmission JEL codes: C3 ; E3 ; Q4;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2023-08-14 (Energy Economics)
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