Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T10:17:44+00:00The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
https://www.bankofcanada.ca/2011/11/working-paper-2011-28/
There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the early 1990s. We explore reasons for this evolution. We show that a likely explanation of this empirical fact is that both the short-run price elasticities of oil demand and of oil supply have declined considerably since the second half of the 1980s.2011-11-29T14:06:17+00:00enThe Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market2011-11-29Econometric and statistical methodsInternational topicsWorking Paper 2011-28https://www.bankofcanada.ca/wp-content/uploads/2011/11/wp2011-28.pdfThe Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil MarketChristiane BaumeisterGert PeersmanNovember 2011EE3E31E32QQ4Q43Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market
https://www.bankofcanada.ca/2011/11/working-paper-2011-27/
Consumers often purchase more than one differentiated product, assembling a portfolio, which might potentially affect substitution patterns of demand and, as a consequence, oligopolistic firms’ pricing strategies.2011-11-29T08:58:23+00:00enPortfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market2011-11-29Economic modelsMarket structure and pricingWorking Paper 2011-27https://www.bankofcanada.ca/wp-content/uploads/2011/11/wp2011-27.pdfNaoki WakamoriNovember 2011DD4LL5QQ5Real-Time Forecasts of the Real Price of Oil
https://www.bankofcanada.ca/2011/08/working-paper-2011-16/
We construct a monthly real-time data set consisting of vintages for 1991.1-2010.12 that is suitable for generating forecasts of the real price of oil from a variety of models.2011-08-04T09:26:17+00:00enReal-Time Forecasts of the Real Price of Oil2011-08-04Econometric and statistical methodsInternational topicsWorking Paper 2011-16https://www.bankofcanada.ca/wp-content/uploads/2011/08/wp2011-16.pdfReal-Time Forecasts of the Real Price of OilChristiane BaumeisterLutz KilianAugust 2011CC5C53EE3E32QQ4Q43The Role of Financial Speculation in Driving the Price of Crude Oil
https://www.bankofcanada.ca/2011/07/discussion-paper-2011-6/
Over the past 10 years, financial firms have increased the size of their positions in the oil futures market. At the same time, oil prices have increased dramatically.2011-07-05T08:13:56+00:00enThe Role of Financial Speculation in Driving the Price of Crude Oil2011-07-05International topicsDiscussion paper 2011-6https://www.bankofcanada.ca/wp-content/uploads/2011/07/dp2011-06.pdfThe Role of Financial Speculation in Driving the Price of Crude OilRon AlquistOlivier GervaisJuly 2011GG1G12QQ4Q41Forecasting the Price of Oil
https://www.bankofcanada.ca/2011/06/working-paper-2011-15/
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications?2011-06-02T08:50:50+00:00enForecasting the Price of Oil2011-06-02Econometric and statistical methodsInternational topicsWorking Paper 2011-15https://www.bankofcanada.ca/wp-content/uploads/2011/06/wp2011-15.pdfForecasting the Price of OilRon AlquistLutz KilianRobert VigfussonJune 2011CC5C53QQ4Q43Q47