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Supply Shocks and Price Adjustment in the World Oil Market

R. Glenn Hubbard

National Bureau of Economic Research

Quarterly Journal of Economics 1986

Understanding the impacts of transitory oil supply shocks on world oil prices is crucial to the evaluation of the economic impacts of shocks and the design of policy responses to address those impacts. This paper integrates short-run and long-run approaches to oil price determination, with particular emphasis on the "two-price " structure of the world oil market—with coexisting short-term "spot" prices and long-term "contract " prices. Even transitory shocks are shown to exhibit persistence effects on long-term prices. Some implications for econometric models of the relationship between spot and contract prices are discussed. I.

DOI
10.2307/1884643
Volume
101 (1)
Pages
85
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