Does the financial crisis change the economic risk perception of crude oil traders? : a MIDAS quantile regression approach
Likun Lei, Yue Shang, Yongfei Chen, Yu Wei
| Year of publication: |
2019
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|---|---|
| Authors: | Lei, Likun ; Shang, Yue ; Chen, Yongfei ; Wei, Yu |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 341-351
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| Subject: | Crude oil market | Economic policy uncertainty | MIDAS quantile regression | Oil financialization | Ölmarkt | Oil market | Welt | World | Regressionsanalyse | Regression analysis | Finanzkrise | Financial crisis | Ölpreis | Oil price | Risiko | Risk | Wirtschaftspolitik | Economic policy | Erdöl | Petroleum | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.10.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420880