Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Yongjian Lyu, Heling Yi, Yu Wei, Mo Yang
| Year of publication: |
2021
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| Authors: | Lyu, Yongjian ; Yi, Heling ; Wei, Yu ; Yang, Mo |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 103.2021, p. 1-13
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| Subject: | Crude oil market | Economic uncertainty | Nonlinear causality | Time-varying forecast error variance decomposition | Ölmarkt | Oil market | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Welt | World | Volatilität | Volatility | VAR-Modell | VAR model | Risiko | Risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105616 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013163925