The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Yue-Jun Zhang, Xing-Xing Yan
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhang, Yue-Jun ; Yan, Xing-Xing |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 750-768
|
| Subject: | Economic policy uncertainty | Crude oil price | Time-frequency domains | Connectedness | Information transmission | Wirtschaftspolitik | Economic policy | Ölpreis | Oil price | Welt | World | Risiko | Risk | Ölmarkt | Oil market | USA | United States | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487449