Abstract
Based on structure breakpoint test and standard event analysis model, this paper analyzes the effects of Iran revolution with following Iraq-Iran war, Gulf war and Iraq war to crude oil price. It proves that all the three wars made significant impacts on crude oil price and their effects are consistent with the crisis model. The Iran revolution with Iraq-Iran war and the Iraq war cause structure breakpoints in crude oil price.
| Translated title of the contribution | Estimating the effects of extreme events to crude oil price |
|---|---|
| Original language | Chinese (Simplified) |
| Pages (from-to) | 10-15 |
| Journal | 系统工程理论与实践 |
| Volume | 29 |
| Issue number | 3 |
| Publication status | Published - Mar 2009 |
Research Keywords
- 原油价格
- 突发事件
- 事件分析
- 预测
- Crude oil price
- Extreme events
- Event study
- Forecasting
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