On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?
Wasim Ahmad, Ravi Prakash, Gazi Salah Uddin, Rishman Jot Kaur Chahal, Md. Lutfur Rahman, Anupam Dutta
| Year of publication: |
2020
|
|---|---|
| Authors: | Ahmad, Wasim ; Prakash, Ravi ; Uddin, Mohammed Gazi Salah ; Chahal, Rishman Jot Kaur ; Rahman, Md Lutfur ; Dutta, Anupam |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 91.2020, p. 1-16
|
| Subject: | Exchange rate | Intraday data | Intraday jumps | Oil price volatility | Realized volatility | Volatilität | Volatility | Wechselkurs | Ölpreis | Oil price | China | Indien | India | ARCH-Modell | ARCH model | Welt | World | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104871 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012518662