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Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account

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  • Elif C. Arbatli

    (Bank of Canada)

Abstract

oil price shocks.

Suggested Citation

  • Elif C. Arbatli, 2009. "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers 406, Society for Economic Dynamics.
    • Handle: RePEc:red:sed009:406
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    Cited by:

    1. Cherif, Reda & Hasanov, Fuad, 2013. "Oil Exporters’ Dilemma: How Much to Save and How Much to Invest," World Development, Elsevier, vol. 52(C), pages 120-131.
    2. Elif Arbatli, 2008. "Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account," Staff Working Papers 08-48, Bank of Canada.
    3. Ashima Goyal & Shruti Tripathi, 2012. "Regulations and price discovery: oil spot and futures markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-016, Indira Gandhi Institute of Development Research, Mumbai, India.
    4. Olanubi, Sijuola Orioye, 2023. "Foreign exchange intervention and the Dutch disease under incomplete information," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).

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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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