Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?
Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon and Tovonony Razafindrabe
| Year of publication: |
April 2017
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|---|---|
| Authors: | Allegret, Jean-Pierre ; Couharde, Cécile ; Mignon, Valérie ; Razafindrabe, Tovonony |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 18, p. 1774-1793
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| Subject: | Oil currencies | oil shocks | time-varying parameter VAR model | VAR-Modell | VAR model | Ölpreis | Oil price | Schock | Shock | Schätzung | Estimation | Ölmarkt | Oil market | Welt | World | Volatilität | Volatility | Erdölindustrie | Oil industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1226490 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815420