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  • Search: subject:"bootstrapafter-bootstrap procedure"
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Year of publication
Subject
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bootstrapafter-bootstrap procedure 2 crude oil 2 energy commodities 2 systemic events 2 volatility connectedness 2 Commodity derivative 1 Energiemarkt 1 Energy market 1 Erdöl 1 Oil market 1 Oil price 1 Petroleum 1 Rohstoffderivat 1 Volatility 1 Volatilität 1 Welt 1 World 1 Ölmarkt 1 Ölpreis 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Bartušek, Daniel 2 Kočenda, Evžen 2
Published in...
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IES Working Paper 1 IES working paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Unraveling timing uncertainty of event-driven connectedness among oil-based energy commodities
Bartušek, Daniel; Kočenda, Evžen - 2023
The pricing dynamics of oil-based commodities are frequently influenced by reported events. Our analysis spans almost 900 oil-related events from 1978 to 2022, categorizing them based on recurring characteristics. Employing a novel bootstrap-after-bootstrap testing econometric framework, we...
Persistent link: https://www.econbiz.de/10014494924
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Cover Image
Unraveling timing uncertainty of event-driven connectedness among oil-based energy commodities
Bartušek, Daniel; Kočenda, Evžen - 2023
The pricing dynamics of oil-based commodities are frequently influenced by reported events. Our analysis spans almost 900 oil-related events from 1978 to 2022, categorizing them based on recurring characteristics. Employing a novel bootstrap-after-bootstrap testing econometric framework, we...
Persistent link: https://www.econbiz.de/10014444768
Saved in:
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