The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Xu Gong, Mingchao Wang, Liuguo Shao
| Year of publication: |
2022
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|---|---|
| Authors: | Gong, Xu ; Wang, Mingchao ; Shao, Liuguo |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 4, p. 4487-4514
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| Subject: | commodity financialization | GARCH-MIDAS | macroeconomic variables | mixing frequency | oil price fluctuations | Ölpreis | Oil price | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Schock | Shock | Konjunktur | Business cycle | Welt | World | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2383 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461342