The relationship between geopolitical risk and crude oil prices : evidence from nonlinear and frequency domain causality tests
Yong Jiang, Yi-Shuai Ren, Xiao-Guang Yang, Chao-Qun Ma and Olaf Weber
| Year of publication: |
2024
|
|---|---|
| Authors: | Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Ma, Chao-Qun ; Weber, Olaf |
| Subject: | frequency domain | Geopolitical risk | Granger causality | nonlinear analysis | oil prices | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Geopolitik | Geopolitics | Welt | World | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/02102412.2022.2154534 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014564156