Direct and indirect oil shocks and their impacts upon energy related stocks
David C. Broadstock; Rui Wang; Dayong Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Broadstock, David C. ; Wang, Rui ; Zhang, Dayong |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 38.2014, 3, p. 451-467
|
| Subject: | Oil prices | Energy related stocks | Threshold GARCH | Asset pricing | Structural break | Ölpreis | Oil price | ARCH-Modell | ARCH model | Volatilität | Volatility | Strukturbruch | Börsenkurs | Share price | Ölmarkt | Oil market |
| 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/10010482298