Time-varying rare disaster risks, oil returns and volatility
Year of publication: |
September 2018
|
---|---|
Authors: | Demirer, Rıza ; Gupta, Rangan ; Suleman, Tahir ; Wohar, Mark E. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 75.2018, p. 239-248
|
Subject: | Nonparametric quantile causality | Oil returns and volatility | Rare disasters | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | Katastrophe | Disaster | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Erdölindustrie | Oil industry |
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