Regime switching model of US crude oil and stock market prices : 1859 to 2013
Year of publication: |
May 2015
|
---|---|
Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Miller, Stephen M. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 49.2015, p. 317-327
|
Subject: | Markov switching | Vector error correction | Oil and stock prices | Börsenkurs | Share price | Ölpreis | Oil price | Kointegration | Cointegration | USA | United States | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
-
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet, (2014)
-
The impact of macroeconomic factors on the US Stock Exchange
Süslü, Cemil, (2022)
-
The causal nexus between oil prices and equity market in the US : a regime switching model
Balcilar, Mehmet, (2013)
- More ...
-
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors
Aye, Goodness C., (2013)
-
Was the Recent Downturn in US GDP Predictable?
Balcilar, Mehmet, (2012)
-
Chang, Tsangyao, (2014)
- More ...