On the sources and consequences of oil price shocks [[electronic resource] ] : the role of storage / / Deren Unalmis, Ibrahim Unalmis, and D. Filiz Unsal |
Autore | Unalmis Deren |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
Descrizione fisica | 1 online resource (42 p.) |
Altri autori (Persone) |
UnalmisIbrahim
UnsalD. Filiz |
Collana | IMF working paper |
Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage |
Soggetto genere / forma | Electronic books. |
ISBN |
1-61635-702-9
1-4755-9843-2 1-283-94779-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage |
Record Nr. | UNINA-9910453122503321 |
Unalmis Deren | ||
Washington, D.C., : International Monetary Fund, c2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
Autore | Unalmis Deren |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (42 p.) |
Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage Investments: Energy Inflation Macroeconomics Economic Theory General Aggregative Models: Keynes Keynesian Post-Keynesian Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Commodity Markets Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Commodity price fluctuations Supply shocks Commodities Economic theory Petroleum industry and trade Supply and demand |
ISBN |
1-61635-702-9
1-4755-9843-2 1-283-94779-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage |
Record Nr. | UNINA-9910779593503321 |
Unalmis Deren | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
Autore | Unalmis Deren |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (42 p.) |
Disciplina | 338.29346 |
Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage Investments: Energy Inflation Macroeconomics Economic Theory General Aggregative Models: Keynes Keynesian Post-Keynesian Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Commodity Markets Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Commodity price fluctuations Supply shocks Commodities Economic theory Petroleum industry and trade Supply and demand |
ISBN |
1-61635-702-9
1-4755-9843-2 1-283-94779-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage |
Record Nr. | UNINA-9910817344703321 |
Unalmis Deren | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
On the sources of oil price fluctuations [[electronic resource] /] / Deren Unalmis, Ibrahim Unalmis and D. Filiz Unsal |
Autore | Unalmis Deren |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
Descrizione fisica | 28 p. : ill |
Altri autori (Persone) |
UnalmisIbrahim
UnsalD. Filiz |
Collana | IMF working paper |
Soggetto topico |
Petroleum products - Prices
Accounting and price fluctuations |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-2447-9
1-4518-7430-8 1-4527-4097-6 1-282-84472-5 9786612844720 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463695903321 |
Unalmis Deren | ||
[Washington, D.C.], : International Monetary Fund, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
On the Sources of Oil Price Fluctuations / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
Autore | Unalmis Deren |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 28 p. : ill |
Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
Collana | IMF Working Papers |
Soggetto topico |
Petroleum products - Prices
Accounting and price fluctuations Investments: Energy Inflation Macroeconomics Production and Operations Management Energy: Demand and Supply Prices Energy: General Price Level Deflation Human Capital Skills Occupational Choice Labor Productivity Nonprofit Organizations and Public Enterprise: General Investment & securities Public ownership nationalization Oil prices Oil Labor productivity Public enterprises Petroleum industry and trade Government business enterprises |
ISBN |
1-4623-2447-9
1-4518-7430-8 1-4527-4097-6 1-282-84472-5 9786612844720 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788221303321 |
Unalmis Deren | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
On the Sources of Oil Price Fluctuations / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
Autore | Unalmis Deren |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 28 p. : ill |
Disciplina | 339.53091724 |
Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
Collana | IMF Working Papers |
Soggetto topico |
Petroleum products - Prices
Accounting and price fluctuations Deflation Energy: Demand and Supply Energy: General Government business enterprises Human Capital Inflation Investment & securities Investments: Energy Labor Productivity Labor productivity Macroeconomics Nationalization Nonprofit Organizations and Public Enterprise: General Occupational Choice Oil prices Oil Petroleum industry and trade Price Level Prices Production and Operations Management Public enterprises Public ownership Skills |
ISBN |
1-4623-2447-9
1-4518-7430-8 1-4527-4097-6 1-282-84472-5 9786612844720 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. The Small Open Economy Model -- A. Households -- B. Firms -- C. Monetary and Fiscal Policy -- D. Equilibrium -- III. Rest of the World and the Oil Market -- A. Equilibrium in the Rest of the World -- B. Oil Market Equilibrium -- IV. Impulse Response Analysis -- A. Aggregate Demand Shocks -- B. Oil Supply Shock -- C. Precautionary Demand Shock -- V. Conclusions -- References -- Tables -- 1. Model in Log- Linearized Form: Behavioral Equations for SOE -- 2. Model in Log-Linearized Form: Behavioral Equations for the ROW and the Oil Market -- 3. Model in Log-Linearized Form: Parameters -- 4. Model in Log-Linearized Form: Exogenous Processes -- 5. Parameters Values Used in Calibration -- Appendix: Equilibrium Conditions -- A. Households and Goods Market Equilibrium in SOE -- B. Marginal Cost and Inflation Dynamics -- C. Rest of the World and Oil Market Equilibrium -- Appendix Figures -- 1. Impulse Responses to 1 Percent Labor Productivity Shock -- 2. Impulse Responses to 1 Percent Government Spending Shock -- 3. Impulse Responses to 10 Percent Negative Oil Supply Shock -- 4. Impulse Responses to 10 Percent Expected Negative Oil Supply Shock. |
Record Nr. | UNINA-9910817158803321 |
Unalmis Deren | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|