Abnormal energy price movements prior to FOMC announcements

Abstract

We investigate energy prices during the Federal Open Market Committee (FOMC) announcement periods. This study shows that the energy market has experienced abnormal price movements before the scheduled FOMC announcements, which... [ view full abstract ]

Authors

  1. Hyeonung Jang (Ulsan National Institute of Science and Technology)
  2. Byoung Ki Seo (Ulsan National Institute of Science and Technology)

Topic Areas

Energy Finance , Interest Rates

Session

WE-P-B2 » Asset Pricing (14:30 - Wednesday, 18th July, Beckett 2)

Presentation Files

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