An investigation into the dynamic relationship between international and China's crude oil prices
Year of publication: |
May 2016
|
---|---|
Authors: | Chan, Hing-lin ; Woo, Kai-yin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 22/24, p. 2215-2224
|
Subject: | Crude oil prices | threshold cointegration | M-TAR model | arbitrage | Ölpreis | Oil price | Kointegration | Cointegration | Welt | World | China | Schätzung | Estimation | Arbitrage |
-
Co-movements between crude oil and food prices : a post-commodity boom perspective
Lucotte, Yannick, (2016)
-
Crude oil prices and exchange rates : causality, variance decomposition and impulse response
Brahmasrene, Tantatape, (2014)
-
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre, (2019)
- More ...
-
Detecting rational bubbles in the residential housing markets of Hong Kong
Chan, Hing-lin, (2001)
-
Chan, Hing-lin, (2003)
-
Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
Chan, Hing-lin, (2012)
- More ...