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1. |
Title:
Crude Oil Prices: Trends and Forecast
Author/Editor: Krichene, Noureddine
Series: Working Paper No. 08/133
Published: May 1, 2008
Subject(s): Oil prices | Commodity prices | Exchange rate depreciation | Inflation | Monetary policy
Author's keyword(s):
Characteristic function | crude oil prices | density forecast | Esscher transform | Fourier transform | inverse problem | normal inverse Gaussian | monetary policy | option prices.
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2. |
Title:
An Oil and Gas Model
Author/Editor: Krichene, Noureddine
Series: Working Paper No. 07/135
Published: June 1, 2007
Subject(s): Oil | Natural gas | Demand | Interest rates | Monetary policy | Exchange rates | Oil prices | Economic models
Author's keyword(s):
Crude oil | demand | elasticity | exchange rate | impulse response | interest rate | monetary policy | multiplier | natural gas | oil shock | supply
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3. |
Title:
Recent Dynamics of Crude Oil Prices
Author/Editor: Krichene, Noureddine
Series: Working Paper No. 06/299
Published: December 1, 2006
Subject(s): Oil prices | Economic models
Author's keyword(s):
Characteristic function | crude oil | cumulants | drift | Fourier inversion | jump-diffusion | kurtosis | option pricing | skewness | variance-gamma distribution | volatility
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4. |
Title:
World Crude Oil Markets: Monetary Policy and the Recent Oil Shock
Author/Editor: Krichene, Noureddine
Series: Working Paper No. 06/62
Published: March 1, 2006
Subject(s): Oil prices | Interest rates | Exchange rates | Monetary policy | Oil crisis
Author's keyword(s):
Crude oil | demand | supply | elasticities | volatility | interest rates | exchange rates | oil shock | impulse responses | multipliers.
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5. |
Title:
A Simultaneous Equation Model for World Crude Oil and Natural Gas Markets
Author/Editor: Krichene, Noureddine
Series: Working Paper No. 05/32
Published: February 1, 2005
Subject(s): Natural gas | Energy sector | Markets | Investment | Oil prices | Interest rates | Economic models
Author's keyword(s):
Crude Oil | Natural gas | Prices | Output | Demand | Supply | Elasticities | Interest rates | Nominal effective exchange rate | Impulse responses
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