Spillovers between sovereign yield curve components and oil price shocks
Zaghum Umar, David Y. Aharon, Carlos Esparcia, Wafa AlWahedi
| Year of publication: |
2022
|
|---|---|
| Authors: | Umar, Zaghum ; Aharon, David Y. ; Esparcia, Carlos ; AlWahedi, Wafa |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 109.2022, p. 1-14
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| Subject: | Spillover | Oil prices | Connectedness | Demand shocks | Supply shocks | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Schock | Shock | VAR-Modell | VAR model | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105963 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013283788