Oil jump tail risk as a driver of inflation dynamics
Laurent Ferrara, Aikaterini Karadimitropoulou, Athanasios Triantafyllou
| Year of publication: |
2024
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|---|---|
| Authors: | Ferrara, Laurent ; Karadimitropoulou, Aikaterini ; Triantafyllou, Athanasios |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 36.2024, Art.-No. 100434, p. 1-20
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| Subject: | Covid-19 | Inflation prediction | Jump tail risk measures | Oil prices | Inflation | Ölpreis | Oil price | Volatilität | Volatility | Coronavirus | Risikomaß | Risk measure | Messung | Measurement | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100434 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015162604