Oil and US dollar exchange rate dependence : a detrended cross-correlation approach
Juan Carlos Reboredo; Miguel A. Rivera-Castro; Gilney F. Zebende
| Year of publication: |
2014
|
|---|---|
| Authors: | Reboredo, Juan Carlos ; Rivera-Castro, Miguel A. ; Zebende, Gilney F. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 42.2014, p. 132-139
|
| Subject: | Oil prices | Exchange rates | DCCA cross-correlation coefficient | Wechselkurs | Exchange rate | US-Dollar | US dollar | Ölpreis | Oil price | Welt | World | Zeitreihenanalyse | Time series analysis | USA | United States | Ölmarkt | Oil market | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010502956