We study the role of OPEC meeting dates and production announcements for predicting jumps in the oil market. The analysis covers the daily period from 2nd December 1997 to 26th May 2017, with the start and end dates ...
This paper provides a novel perspective to the predictive ability of OPEC meeting dates and production announcements for (Brent Crude and West Texas Intermediate) oil futures market returns and GARCH-based volatility using ...
This paper uses a nonparametric quantile-based methodology to analyse the predictive ability of OPEC meeting dates and production announcements on (Brent Crude and West Texas Intermediate) oil a measure of futures market ...
