THE VOLATILITY OF WORLD CRUDE OIL PRICES

The role of oil in an economy is very crucial. This article measures the world oil price uncer-tainty based on conditional standard deviations. It focuses on the volatility of crude oil price in United Kingdom, Texas, and Dubai markets, from January, 1980 to May, 2010. It finds the evidence that asy...

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Bibliographic Details
Main Author: Haryo Kuncoro
Format: Article
Language:English
Published: Universitas Islam Indonesia 2011-09-01
Series:Economic Journal of Emerging Markets
Online Access:https://hmts.civil.uii.ac.id/JEP/article/view/2316