Detecting the hidden asymmetric relationship between crude oil and the US dollar : a novel neural Granger causality method
Lu Wang, Hang Ruan, Yanran Hong, Keyu Luo
| Year of publication: |
2023
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| Authors: | Wang, Lu ; Ruan, Hang ; Hong, Yanran ; Luo, Keyu |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-22
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| Subject: | Asymmetric Granger causality | Neural network | Nonlinearity | Oil price | Russia–Ukraine conflict | USD | Kausalanalyse | Causality analysis | Ölpreis | Neuronale Netze | Neural networks | US-Dollar | US dollar | Wechselkurs | Exchange rate | USA | United States | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014279939