Oil price uncertainty and the business cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
Christopher Thiem
| Year of publication: |
2018
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|---|---|
| Authors: | Thiem, Christopher |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 34/35, p. 3735-3751
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| Subject: | Asymmetric BEKK model | crude oil | multivariate GARCH-in-mean | oil price volatility | real options | US business cycle | Ölpreis | Oil price | Konjunktur | Business cycle | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Ölmarkt | Oil market | USA | United States | Realoptionsansatz | Real options analysis | Theorie | Theory |