Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Param Silvapulle, Russell Smyth, Xibin Zhang, Jean-Pierre Fenech
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Silvapulle, Paramsothy ; Smyth, Russell ; Zhang, Xibin ; Fenech, Jean-Pierre |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 67.2017, p. 255-267
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| Subject: | Local linear estimator | Panel data analysis | Time-varying trend functions | Time-varying coefficient functions | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Ölpreis | Oil price | Ölmarkt | Oil market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.08.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011897918