شبیه سازی و پیش بینی قیمت جهانی نفت خام

1. Day T. E. and C. M. Lewis. "Forecasting Futures Markets Volatility"., The Journal of Derivatives, (1994).

 

2. Xu X. and S.J. Taylor, "Conditional Volatility and Informational Efficiency of the PHLX Currency Options Market"., Forecasting Financial Markets, (ed. C. Dunis), John Wiley & Sons, Chichester, 1996.

 

3. Duffie D. and S. Gray, "Volatility in Oil Prices"., Managing Energy Price Risk, London: Risk Publications., 1996.

 

4. Nelson, D. B. Conditional Heteroskedasticity in Asset Returns: A New Approach.Modelling Stock Market Volatility, (ed. P.E. Rossi), Academic Press, San Diego., 1996.

 

5. Hamilton, J. D. "Oil and the Macroeconomy Since World War II"., Journal of Political Economy, No. 91, (1983).

 

6. Kim, I.-M. and P. Loungani, "The Role of Energy in Real Business Cycle Models"., Journal of Monetary Economics, No. 29, (1992).

 

7. Obstfeld, M. and K. Rogoff. "Exchange Rate Dynamics Index"., Journal of Political Economy, No. 103, (1995).

 

8. Rotemberg, J. J. and M. Woodford, "Imperfect Competition and the Effects of Energy Price Increases on Economic Activity"., Journal of Money, Credit and Banking, No. 28, (1996).

 

9. Bernanke, B. S., M. Gertler and M.W. Watson. "Systematic Monetary Policy and the Effects of Oil Price Shocks"., Brookings Papers on Economic Activity, (1997).

 

10. Finn, M.G., "Perfect Competition and the Effects of Energy Price Increases on Economic Activity"., Journal of Money, Credit, and Banking, No. 32, (2000).

 

11. Barsky, R. B. and L. Kilian, "Do we Really Know that Oil Caused the Great Stagflation? A Monetary Alternative, in: B. Bernanke and K. Rogoff, eds.," NBER, Macroeconomics Annual, No. 16, (2001).

 

12. Hooker, Mark. "Are Oil Shocks Inflationary? Asymmetric and Nonlinear Specifications Versus Changes in Regime"., Working Paper, Federal Reserve Board, (1996).

 

13. Hooker, Mark, A. "What Happened to the Oil Price-Macroeconomy Relationship"., Federal Reserve Board (FEDS) Working Paper, No. 56, (1996).

14. Hooker, Mark, "Are Oil Shocks Inflationary? Asymmetric and Nonlinear Specifications Versus Changes in Regime"., Working Paper, Federal Reserve Board., Journal of Monetary Economics, No.33, (1999).

 

15. Benjamin Huntand Douglas Laxton. "The Macroeconomic Effects of Higher Oil Prices"., IMF Working Paper, Research Department of International Monetary Fund, (2001).

 

16. Corden, W. M. and J. P. Neary. "Booming Sector and
De-Industrialization in a Small Open Economy"., Economic Journal, No. 92, (1982).

 

17. Neary J. P. and Van Wijnbergen., "Can an Oil Discovery Lead to a Recession?: A Comment on Eastwood and Venables"., Economic Journal, No. 94, (1986).

 

18. Corden, W. M. and J. P. Neary. "Booming Sector and De-Industrialization in a Small Open Economy"., Economic Journal, No. 92, (1986).

 

19. Fardmanesh, Mohsen. "Terms of Trade Shocks and Structural Adjustment in a Small Open Economy"., Journal of Development Economics, No. 34, (1991).

 

20. Van Wijnbergen, Sweder. "The Dutch Disease: A Disease After All"., Economic Journal, No. 94, (1984).

 

21. Linsmeier & Neil D.Pearson, "Risk Measurement: An Introduction to Value at Risk"., Econometric Journal, The Models of Oil Price Risk Estimation, (1996).

 

22. Jorion F. A. Oil Price Prediction Risk and Volatility. University of California., 1999.

 

23. Wahrenburg, M., Hedging Oil Price Risk: Lessons from Metallgesellschaft, University of Cologne., 2001.

 

24. Busch T. & Ruschky P. Value at Risk of Carbon Constraints- An Input Oriented Approach of Resource Scarcity. University of Colombia., 2004.

 

25. Verleger, Philip K. Adjusting to Volatile Energy Prices. Washington DC: Institute for International Economics., 1993.

 

26. Mills, Terence C. The Econometric Modelling of Financial Time Series. Cambridge University Press., 1993.

 

27. Hsieh D. A., "Modelling Heteroscedasticity in Daily Foreign-Exchange Rates"., Journal of Business & Economic Statistics, (1999).