Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism

The uncertainty in the evolution of crude oil price fluctuation has a significant impact on economic stability. Based on the decomposition of crude oil price fluctuation by the state-space model, this paper studies the fluctuation trend of crude oil prices and its causes. The nonlinearity autoregres...

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Bibliographic Details
Main Authors: Jiaying Peng, Zhenghui Li, Benjamin M. Drakeford
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/17/4465