Economic policy uncertainty, jump dynamics, and oil price volatility
Year of publication: |
2023
|
---|---|
Authors: | Liu, Feng ; Shao, Shuai ; Li, Xin ; Pan, Na ; Qi, Yu |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-12
|
Subject: | China | Economic policy uncertainty | Jump dynamics | Mixed data sampling | Oil price volatility | US | Ölpreis | Oil price | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | USA | United States | Welt | World | ARCH-Modell | ARCH model |
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