Malick Sy
Biographic Data
| ID | 9678741 |
|---|---|
| NAME | Malick Sy |
| GIVEN NAMES | Malick |
| FAMILY NAME | Sy |
| SIGNATURE | SY M |
| AFFILIATIONS | School of Economics, Finance and Marketing College of Business, RMIT University Melbourne Victoria Australia |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2020 |
| H-INDEX | 0 |
The shale revolution and shifting crude dynamics
Oil price fluctuates in response to both demand and supply shocks. This paper proposes a new methodology that allows for timely identification of the shifting contribution from the two types of shock through a joint analysis of crude futures options and stock index options. Historical analysis shows that crude oil price movements are dominated by supply shocks from 2004 to 2008, but demand shocks have become much more dominant since then. The lar…
No prominent works on this page.
The shale revolution and shifting crude dynamics
Oil price fluctuates in response to both demand and supply shocks. This paper proposes a new methodology that allows for timely identification of the shifting contribution from the two types of shock through a joint analysis of crude futures options and stock index options. Historical analysis shows that crude oil price movements are dominated by supply shocks from 2004 to 2008, but demand shocks have become much more dominant since then. The lar…
Crude oil (1 work) · Demand shock (1 work) · Econometrics (1 work) · Economics (1 work) · Financial crisis (1 work) · Financial economics (1 work) · Futures contract (1 work) · Futures market (1 work) · Geology (1 work) · Global Energy and Sustainability Research (1 work)