Description

Book Synopsis
The relationship between the price of oil and the level of economic activity is a fundamental issue in macroeconomics. There is an ongoing debate in the literature about whether positive oil price shocks cause recessions in the United States (and other oil-importing countries), and although there exists a vast empirical literature that investigates the effects of oil price shocks, there are relatively few studies that investigate the direct effects of uncertainty about oil prices on the real economy. The book uses recent advances in macroeconomics and financial economics to investigate the effects of oil price shocks and uncertainty about the price of oil on the level of economic activity.

Table of Contents
Introduction; Univariate Volatility Models; Multivariate Volatility Models; Oil Price Uncertainty; The Asymmetric Effects of Oil Price Shocks; Evidence from Canada.

Oil Price Uncertainty

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    A Hardback by Apostolos Serletis

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 07/09/2012
      ISBN13: 9789814390675, 978-9814390675
      ISBN10: 9814390674

      Description

      Book Synopsis
      The relationship between the price of oil and the level of economic activity is a fundamental issue in macroeconomics. There is an ongoing debate in the literature about whether positive oil price shocks cause recessions in the United States (and other oil-importing countries), and although there exists a vast empirical literature that investigates the effects of oil price shocks, there are relatively few studies that investigate the direct effects of uncertainty about oil prices on the real economy. The book uses recent advances in macroeconomics and financial economics to investigate the effects of oil price shocks and uncertainty about the price of oil on the level of economic activity.

      Table of Contents
      Introduction; Univariate Volatility Models; Multivariate Volatility Models; Oil Price Uncertainty; The Asymmetric Effects of Oil Price Shocks; Evidence from Canada.

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