A nonlinear empirical analysis of oil price co-movements
Semei Coronado, Thomas M. Fullerton, Omar Rojas
| Year of publication: |
2018
|
|---|---|
| Authors: | Coronado, Semei ; Fullerton, Thomas M. ; Rojas, Omar |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 3, p. 290-294
|
| Subject: | Nonlinear Tests | Co-movement | Crude Oil Prices | Granger Causality | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility | Welt | World | Ölmarkt | Oil market | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/2125 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881372