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  • Search: subject:"Nonlinear dynamic correlation"
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ARCH model 1 ARCH-Modell 1 Causality analysis 1 Correlation 1 Estimation 1 Geopolitical risk 1 Geopolitics 1 Geopolitik 1 High-frequency data 1 Kausalanalyse 1 Korrelation 1 Nonlinear causality tests 1 Nonlinear dynamic correlation 1 Oil market 1 Oil markets 1 Oil price 1 Schätzung 1 Time series analysis 1 Volatility 1 Volatilität 1 Welt 1 World 1 Zeitreihenanalyse 1 Ölmarkt 1 Ölpreis 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ding, Qian 1 Guo, Yaoqi 1 Huang, Jianbai 1 Suleman, Muhammad Tahir 1 Zhang, Hongwei 1
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Research in international business and finance 1
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Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15
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