2013
DOI: 10.5296/ber.v3i1.2673
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Structural Change in the Crude Oil Price Dynamic: Theoretical Study and Practical Implications

Abstract: As many researchers know, the price of oil was affected by a structural change, which we analyzed. We obtained the result of the Chow test (determining the date when the structural break occurred). We observed that important data such as the variance or the VAR vary

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(1 citation statement)
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“…The fact to consider a known break date implies two choices: (a) to pick an arbitrary break date or (b) to pick a break date based on some known feature of date series (Jouini & Boutahar, 2004). In this study, break date has been determined based on exogenous occurrence like when the global financial crisis was at its peak (Gironés et al, 2013; Muthuramu & Maheswari, 2019).…”
Section: Theoretical Frameworkmentioning
confidence: 99%
“…The fact to consider a known break date implies two choices: (a) to pick an arbitrary break date or (b) to pick a break date based on some known feature of date series (Jouini & Boutahar, 2004). In this study, break date has been determined based on exogenous occurrence like when the global financial crisis was at its peak (Gironés et al, 2013; Muthuramu & Maheswari, 2019).…”
Section: Theoretical Frameworkmentioning
confidence: 99%