Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis
Year of publication: |
2018
|
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Authors: | Gogolin, Fabian ; Kearney, Fearghal ; Lucey, Brian M. ; Peat, Maurice ; Vigne, Samuel |
Publisher: |
Belfast : Queen's University Belfast, Queen's Management School |
Subject: | Marcoeconomy | oil prices | WTI Oil | Brent Oil | long-run |
Series: | QMS Research Paper ; 2018/04 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3242941 [DOI] hdl:10419/271220 [Handle] RePEc:zbw:qmsrps:201804 [RePEc] |
Classification: | Q43 - Energy and the Macroeconomy |
Source: |
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