Dynamic spillovers and connectedness between oil returns and policy uncertainty
En-Ze Wang and Chien-Chiang Lee
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, En-Ze ; Lee, Chien-Chiang |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 35, p. 3788-3808
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| Subject: | Crude oil returns | oil-importing countries | policy uncertainty | spillover effect | time-varying parameter vector autoregression(TVP-VAR) | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Risiko | Risk | Ölpreis | Oil price | Ölmarkt | Oil market | Schätzung | Estimation | Volatilität | Volatility | Erdöl | Petroleum | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1722794 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012258981