Investigating properties of commodity price responses to real and nominal shocks
Hyeongwoo Kim, Yunxiao Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Kim, Hyeongwoo ; Zhang, Yunxiao |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-20
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| Subject: | Commodity prices | Dynamic elasticity | Impulse-response function | Kernel density | Price stickiness | Vector autoregression | Rohstoffpreis | Commodity price | Schock | Shock | VAR-Modell | VAR model | Theorie | Theory | Preisrigidität | Schätzung | Estimation | Rohstoffmarkt | Commodity market | Preiselastizität | Price elasticity | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659048