Dynamic responses of energy prices to oil price shocks
Tom W. Miller
| Year of publication: |
2023
|
|---|---|
| Authors: | Miller, Tom W. |
| Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 49.2023, 2, p. 357-377
|
| Subject: | ARCH | Energy prices | GARCH | GARCH-M | Impulse responses | Oil price shocks | SVAR | SVEC | VAR | VEC | Volatility | Ölpreis | Oil price | Volatilität | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Schock | Shock | Energiepreis | Energy price | Energiemarkt | Energy market | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-07-2021-0321 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013503874