Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth : evidence from the G7
Rasheed O. Alao, Abdulkareem Alhassan, Saheed Alao, Ifedolapo O. Olanipekun, Godwin O. Olasehinde-Williams, Ojonugwa Usman
| Year of publication: |
2023
|
|---|---|
| Authors: | Alao, Rasheed O. ; Alhassan, Abdulkareem ; Alao, Saheed ; Olanipekun, Ifedolapo O. ; Olasehinde-Williams, Godwin ; Usman, Ojonugwa |
| Subject: | Asymmetric GARCH | Industrial production index | Oil prices | Symmetric GARCH | Ölpreis | Oil price | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätzung | Estimation | Bruttoinlandsprodukt | Gross domestic product | Industrieproduktion | Industrial production |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12076-023-00325-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014227467