Economic policy uncertainty, oil and stock markets in BRIC : evidence from quantiles analysis
Di Yuan, Sufang Li, Rong Li, Feipeng Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Yuan, Di ; Li, Sufang ; Li, Rong ; Zhang, Feipeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-17
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| Subject: | EPU | Oil market | Quantile VAR | granger causality tests | Stock market | Aktienmarkt | Kausalanalyse | Causality analysis | Ölmarkt | Börsenkurs | Share price | Ölpreis | Oil price | VAR-Modell | VAR model | Schätzung | Estimation | Welt | World | Wirtschaftspolitik | Economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105972 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349913