A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index
Year of publication: |
2019
|
---|---|
Authors: | Allen, David E. |
Other Persons: | McAleer, Michael (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Ölpreis | Oil price | Aktienindex | Stock index | Kointegration | Cointegration | Volatilität | Volatility |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 14, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3371704 [DOI] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Oil Price and Stock Market Index, the Case of GCC Countries
Mardini, Mazen, (2013)
-
Conditional Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns
Tansuchat, Roengchai, (2010)
-
Does oil price drive world food prices? : evidence from linear and nonlinear ARDL modeling
Zmami, Mourad, (2019)
- More ...
-
Multivariate Volatility Impulse Response Analysis of GFC News Events
Allen, David E., (2015)
-
Daily Market News Sentiment and Stock Prices
Allen, David E., (2015)
-
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
Allen, David E., (2015)
- More ...