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
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|---|---|
| Authors: | Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Ma, Chao-Qun ; Weber, Olaf |
| Published in: |
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 2332-0753, ZDB-ID 2567008-6. - Vol. 53.2024, 2, p. 123-145
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| 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