Oil price shocks and uncertainty : how stable is their relationship over time?
Stavros Degiannakis, George Filis, Sofia Panagiotakopoulou
| Year of publication: |
2018
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|---|---|
| Authors: | Degiannakis, Stavros ; Filis, George ; Panagiotakopoulou, Sofia |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 42-53
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| Subject: | Economic policy uncertainty | Financial uncertainty | Oil price shock | Realized volatility | SVAR | TVP-VAR | US | Ölpreis | Oil price | Volatilität | Volatility | Risiko | Risk | USA | United States | Schock | Shock | VAR-Modell | VAR model | Wirtschaftspolitik | Economic policy | Konjunktur | Business cycle | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012100413