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DC Field | Value | Language |
---|---|---|
dc.citation.startPage | 101093 | - |
dc.citation.title | FINANCE RESEARCH LETTERS | - |
dc.citation.volume | 32 | - |
dc.contributor.author | Jang, Hyeonung | - |
dc.contributor.author | Seo, Byoung Ki | - |
dc.date.accessioned | 2023-12-21T17:50:35Z | - |
dc.date.available | 2023-12-21T17:50:35Z | - |
dc.date.created | 2020-02-21 | - |
dc.date.issued | 2020-03 | - |
dc.description.abstract | This study investigates the relationship between energy prices and anticipated changes in monetary policy during the announcement periods of the Federal Open Market Committee (FOMC). According to the findings, the energy market experienced abnormal price movements before the scheduled FOMC announcements, and these movements are related to the FOMC’s monetary policy decision made the following day. Moreover, changes in the expected monetary policy rate, and not the unexpected rate, affect prices. The volatility of the energy prices increases the day before the scheduled FOMC announcements only if the expected policy rate change is negative. | - |
dc.identifier.bibliographicCitation | FINANCE RESEARCH LETTERS, v.32, pp.101093 | - |
dc.identifier.doi | 10.1016/j.frl.2019.01.005 | - |
dc.identifier.issn | 1544-6123 | - |
dc.identifier.scopusid | 2-s2.0-85060915781 | - |
dc.identifier.uri | https://scholarworks.unist.ac.kr/handle/201301/31267 | - |
dc.identifier.url | https://www.sciencedirect.com/science/article/pii/S1544612318305725?via%3Dihub | - |
dc.identifier.wosid | 000518873000020 | - |
dc.language | 영어 | - |
dc.publisher | Elsevier BV | - |
dc.title | Monetary policy rate expectation and energy prices during the FOMC announcement period | - |
dc.type | Article | - |
dc.description.isOpenAccess | FALSE | - |
dc.relation.journalWebOfScienceCategory | Business, Finance | - |
dc.relation.journalResearchArea | Business & Economics | - |
dc.type.docType | Article | - |
dc.description.journalRegisteredClass | ssci | - |
dc.description.journalRegisteredClass | scopus | - |
dc.subject.keywordAuthor | Energy price | - |
dc.subject.keywordAuthor | Monetary policy | - |
dc.subject.keywordAuthor | Policy rate expectation | - |
dc.subject.keywordAuthor | Federal funds rate | - |
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