Gkillas, Konstantinos; Gupta, Rangan; Pierdzioch, Christian; Yoon, Seong-Min
(Elsevier, 2021-04)
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 ...