Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Gazi Salah Uddin, Md Lutfur Rahman, Syed Jawad Hussain Shahzad, Mobeen Ur Rehman
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Uddin, Mohammed Gazi Salah ; Rahman, Md Lutfur ; Shahzad, Syed Jawad Hussain ; Ur Rehman, Mobeen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 73.2018, p. 108-121
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| Subject: | Oil | Precious metal | Demand and supply shocks | VAR | Markov regime switching regression | Markov-Kette | Markov chain | Ölpreis | Oil price | VAR-Modell | VAR model | Schock | Shock | Volatilität | Volatility | Konjunktur | Business cycle | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.05.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972559