The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
En-Ze Wang and Chien-Chiang Lee
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, En-Ze ; Lee, Chien-Chiang |
| Subject: | China | crude oil returns | dynamic correlation | Policy uncertainty | Time-varying parameter structural vector autoregression model (TVP-SVAR) | VAR-Modell | VAR model | Korrelation | Correlation | Ölmarkt | Oil market | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölpreis | Oil price | Erdöl | Petroleum | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2020.1837106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821599