Consumption- and speculation-led change in demand for oil and the response of base metals : a Markov-switching approach
Md Rafayet Alam, Md. Abdur Rahman Forhad, Nilesh B. Sah
| Year of publication: |
2022
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|---|---|
| Authors: | Alam, Md Rafayet ; Forhad, Abdur Rahman ; Sah, Nilesh B. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-7
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| Subject: | Base metal returns | Markov-switching | Oil shocks | Ölpreis | Oil price | Markov-Kette | Markov chain | Metall | Metal | Ölmarkt | Oil market | Volatilität | Volatility | Metallmarkt | Metal market | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102783 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553901