CEEP-BIT WORKING PAPER SERIES

Risk assessment of oil price from static and dynamic modelling approaches

Zhi-Fu Mi, Yi-Ming Wei
Bao-Jun Tang, Rong-Gang Cong
Hao Yu, Hong Cao, Dabo Guan

Working Paper 102
 

Center for Energy and Environmental Policy Research
Beijing Institute of Technology
No.5 Zhongguancun South Street, Haidian District
Beijing 100081
April 2017

This paper can be cited as: Mi Z-F, Wei Y-M, Tang B-J, Cong R-G, Yu H, Cao H, Guan D. 2017. Risk assessment of oil price from static and dynamic modelling approaches. CEEP-BIT Working Paper.

The authors gratefully acknowledge the financial support of National Strategic Research Program of China (2016YFA0602600), National Natural Science Foundation of China (71020107026, 71573013 and 41328008), the UK Economic and Social Research Council (ES/L016028/1) Natural Environment Research Council (NE/N00714X/1) and British Academy Grant (AF150310). The views expressed in this paper are solely authors’ own and do not necessarily reflect the views of the supporting agencies and Beijing Institute of Technology. The authors alone are responsible for any remaining deficiencies.

? 2017 by Zhi-Fu Mi, Yi-Ming Wei, Bao-Jun Tang, Rong-Gang Cong, Hao Yu, Hong Cao, and Dabo Guan. All rights reserved.

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