Oil prices and stock markets : does the effect of uncertainty change over time?
Young C. Joo, Sung Y. Park
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Joo, Young C. ; Park, Sung Y. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 61.2017, p. 42-51
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| Subject: | Crude oil returns | Stock returns | Oil uncertainty | Bivariate GARCH-in-Mean model | Time-varying parameter | Ölpreis | Oil price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Risiko | Risk | Aktienmarkt | Stock market | Börsenkurs | Share price | VAR-Modell | VAR model | Kapitalmarktrendite | Capital market returns | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.10.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011737651