The (time-varying) importance of oil prices to U.S. stock returns : a tale of two beauty-contests
David C. Broadstock and George Filis
| Year of publication: |
2020
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|---|---|
| Authors: | Broadstock, David C. ; Filis, George |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 41.2020, 6, p. 1-31
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| Subject: | Oil price shocks | U.S. stock market | Time-varying | Dynamic model averaging | Energy finance | Ölpreis | Oil price | USA | United States | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.41.6.dbro [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546974