Does oil price respond to macroeconomic uncertainty? : new evidence
Libo Yin
Year of publication: |
November 2016
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Authors: | Yin, Libo |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 3, p. 921-938
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Subject: | Oil prices | Economic policy-related uncertainty | Oil shocks | Real economic shocks | Multivariate DCC-GARCH | Ölpreis | Oil price | Schock | Shock | Risiko | Risk | VAR-Modell | VAR model | Schätzung | Estimation | Ölmarkt | Oil market |
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