Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model
Han Liu, Peng Yang, Yongda He, Les Oxley, Pengwei Guo
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Han ; Yang, Peng ; He, Yongda ; Oxley, Les ; Guo, Pengwei |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107204, p. 1-11
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| Subject: | Geopolitical risks | DCC-MIDAS-X model | Natural resources | Geopolitik | Geopolitics | Volatilität | Volatility | Natürliche Ressourcen | Risiko | Risk | Welt | World | Korrelation | Correlation | ARCH-Modell | ARCH model | Ressourcenökonomik | Resource economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014558922