Multi-scale impacts of oil shocks on travel and leisure stocks : a MODWT-Bayesian TVP model with shrinkage approach
Ruibin Liang, Sheng Cheng, Yan Cao, Xinran Li
| Year of publication: |
2024
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| Authors: | Liang, Ruibin ; Cheng, Sheng ; Cao, Yan ; Li, Xinran |
| Published in: |
Technological forecasting and social change : an international journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 0040-1625, ZDB-ID 2015184-6. - Vol. 200.2024, Art.-No. 123191, p. 1-21
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| Subject: | Bayesian shrinkage approach | Discrete wavelet transform | Leisure | Oil shocks | Time-varying effects | Travel | Ölpreis | Oil price | Schock | Shock | Freizeit | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Volatilität | Volatility | Theorie | Theory | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2023.123191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015116950