Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Mehmet Balcilar, Rangan Gupta, Mark E. Wohar
| Year of publication: |
January 2017
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 61.2017, p. 72-86
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| Subject: | Oil market | Stock market | Common cycles | Common features | Trend-cycle decomposition | Permanent and transitory shocks | Schock | Shock | Ölmarkt | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Aktienmarkt | Kointegration | Cointegration | Theorie | Theory | VAR-Modell | VAR model | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011737672