Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Syed Jawad Hussain Shahzad, Rangan Gupta, Riza Demirer, Christian Pierdzioch
| Year of publication: |
2022
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Gupta, Rangan ; Demirer, Rıza ; Pierdzioch, Christian |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9485, ZDB-ID 1473829-6. - Vol. 69.2022, 2, p. 169-185
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| Subject: | developed economies | directional predictability | oil shocks | partial cross-quantilograms | uncertainty | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Entwicklungsländer | Developing countries | Schock | Shock | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/sjpe.12280 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013190691