Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Year of publication: |
2023
|
---|---|
Authors: | Mounir, Amine |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 3, p. 428-433
|
Subject: | Crude oil | Frequnecy Causality Tests | VIX | Frequency domain | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Welt | World | Börsenkurs | Share price | Erdöl | Petroleum | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.32479/ijeep.14079 [DOI] hdl:11159/631185 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J., (2019)
-
Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19
Sharma, Sakshi, (2022)
-
Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R., (2014)
- More ...
-
Kerstens, Kristiaan, (2008)
-
Kerstens, Kristiaan, (2011)
-
Kerstens, Kristiaan, (2011)
- More ...