Diverging Dynamics of Global Oil Market Volatilities : A Generalized Structural Analysis
Year of publication: |
[2022]
|
---|---|
Authors: | Liu, Xiaochun ; Harrison, Andre ; Stewart, Shamar |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ölmarkt | Oil market | Welt | World | Ölpreis | Oil price |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 20, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.4062261 [DOI] |
Classification: | Q43 - Energy and the Macroeconomy ; f62 ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Is risk the fuel of the business cycle? : financial frictions and oil market disturbances
Schult, Christoph, (2024)
-
Macroeconomic uncertainty and the impact of oil shocks
Van Robays, Ine, (2012)
-
Baumeister, Christiane, (2011)
- More ...
-
Diverging Dynamics of Global Oil Market Volatilities : A Generalized Structural Analysis
Liu, Xiaochun, (2022)
-
Structural Sources of Oil Market Volatility and Correlation Dynamics
Liu, Xiaochun, (2022)
-
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre, (2023)
- More ...