Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Jin Shang, Shigeyuki Hamori
| Year of publication: |
2024
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|---|---|
| Authors: | Shang, Jin ; Hamori, Shigeyuki |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 132.2024, Art.-No. 107473, p. 1-42
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| Subject: | Commodity markets | CPI | Crude oil | Currency index | EU | Gold | Industrial production index | Quantile time-frequency connectedness | QVAR | Stock markets | US | Ölpreis | Oil price | Erdöl | Petroleum | USA | United States | Welt | World | Volatilität | Volatility | Aktienindex | Stock index | Rohstoffmarkt | Commodity market | Index | Index number | Aktienmarkt | Stock market | Verbraucherpreisindex | Consumer price index | VAR-Modell | VAR model | Ölmarkt | Oil market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107473 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047391