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Volatility of Oil Prices

Volatility of Oil Prices »

Volume/Issue: 1996/82

Series: IMF Working Papers

Author(s): Peter Wickham

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1996

DOI: http://dx.doi.org/10.5089/9781451954722.001

ISBN: 9781451954722

Keywords: oil prices, crude oil, opec, backwardation, oil futures

This paper examines the behavior of crude oil prices since 1980, and in particular the volatility of these prices. The empirical analysis covers “spot” prices for one of the key internationally traded...

Volatility of Oil Prices

Volatility of Oil Prices »

Source: Volatility of Oil Prices

Volume/Issue: 1996/82

Series: IMF Working Papers

Author(s): Peter Wickham

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1996

ISBN: 9781451954722

Keywords: oil prices, crude oil, opec, backwardation, oil futures

This paper examines the behavior of crude oil prices since 1980, and in particular the volatility of these prices. The empirical analysis covers “spot” prices for one of the key internationally traded...