Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Jianbai Huang, Qian Ding, Hongwei Zhang, Yaoqi Guo, Muhammad Tahir Suleman
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei ; Guo, Yaoqi ; Suleman, Muhammad Tahir |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 56.2021, p. 1-15
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| Subject: | Geopolitical risk | High-frequency data | Nonlinear causality tests | Nonlinear dynamic correlation | Oil markets | Korrelation | Correlation | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World | Geopolitik | Geopolitics | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013266166