Browsing Economists Online Collection & RePEc by Subject "Vector autoregression,"

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Oil volatility and the option value of waiting : an analysis of the G-7

Bredin, Donal ; Elder, John ; Fountas, Stilianos (University College Dublin. School of Business. Centre for Financial Markets, 2009-08)

There has recently been considerable interest in the potential adverse effects associated with excessive uncertainty in energy futures markets. Theoretical models of investment under uncertainty predict that increased ...