The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Lu-Tao Zhao, Dai-Song Wang, Zhong-Yuan Ren
| Year of publication: |
2024
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|---|---|
| Authors: | Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 130.2024, Art.-No. 106587, p. 1-15
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| Subject: | Graph theory | Joint events | Multivariate time series | Oil price | Value-at-risk | Ölpreis | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106587 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451154