The dynamics of oil and stock prices comovements
Claire G. Gilmore, Ginette M. McManus, Rajneesh Sharma & Ahmet Tezel
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Gilmore, Claire Gilbert ; McManus, Ginette M. ; Sharma, Rajneesh ; Tezel, Ahmet |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 7.2016, 1, p. 121-129
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| Subject: | oil prices | oil sector stock prices | cointegration | variance decompositions | Ölpreis | Oil price | Börsenkurs | Share price | Kointegration | Cointegration | Ölmarkt | Oil market | Volatilität | Volatility | Welt | World | Erdölindustrie | Oil industry | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v7n1p121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572473