Crude oil prices and exchange rates : causality, variance decomposition and impulse response
Tantatape Brahmasrene; Jui-Chi Huang; Yaya Sissoko
| Year of publication: |
2014
|
|---|---|
| Authors: | Brahmasrene, Tantatape ; Huang, Jui-Chi ; Sissoko, Yaya |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 407-412
|
| Subject: | Exchange rates | Crude oil prices | Granger causality | Panel cointegration | Variance decomposition | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Ölpreis | Oil price | Kointegration | Cointegration | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Welt | World | Varianzanalyse | Analysis of variance | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010457149