Does the volatility of commodity prices reflect macroeconomic uncertainty?
Marc Joëts, Valérie Mignon, Tovonony Razafindrabe
| Year of publication: |
October 2017
|
|---|---|
| Authors: | Joëts, Marc ; Mignon, Valérie ; Razafindrabe, Tovonony |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 68.2017, p. 313-326
|
| Subject: | Macroeconomic uncertainty | Commodity prices | Threshold vector autoregressive model | VAR-Modell | VAR model | Rohstoffpreis | Commodity price | Volatilität | Volatility | Risiko | Risk | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Vergleich | Comparison |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.09.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905737