Oil price and automobile stock return co-movement : a wavelet coherence analysis
Debdatta Pal, Subrata K. Mitra
| Year of publication: |
2019
|
|---|---|
| Authors: | Pal, Debdatta ; Mitra, Subrata Kumar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 76.2019, p. 172-181
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| Subject: | Automobile stock | Co-movement | Crude oil | Wavelet analysis | Ölpreis | Oil price | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Kfz-Industrie | Automotive industry | Korrelation | Correlation | Aktienmarkt | Stock market | Ölmarkt | Oil market | Welt | World | Zeitreihenanalyse | Time series analysis | Erdöl | Petroleum | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.07.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198304