Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Syed Jawad Hussain Shahzad, Elie Bouri, Naveed Raza, David Roubaud
| Year of publication: |
2019
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Raza, Naveed ; Roubaud, David |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 52.2019, 3, p. 901-921
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| Subject: | Oil demand and supply shocks | EPU | VIX | Treasury rates | Investor sentiment | NARDL | Rolling causality | Ölpreis | Oil price | Schock | Shock | Anlageverhalten | Behavioural finance | Volatilität | Volatility | VAR-Modell | VAR model | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-0730-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171747