The value of the US dollar and its impact on oil prices : evidence from a non-linear asymmetric cointegration approach
Roger C.D. McLeod, Andre Yone Haughton
| Year of publication: |
February 2018
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|---|---|
| Authors: | McLeod, Roger C. D. ; Haughton, Andre |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 70.2018, p. 61-69
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| Subject: | Asymmetric cointegration | Structural break | Oil prices | US dollar | Ölpreis | Oil price | Kointegration | Cointegration | US-Dollar | Wechselkurs | Exchange rate | USA | United States | Strukturbruch | Welt | World | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.12.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011942613