Economic policy uncertainty, oil and stock markets in BRIC : evidence from quantiles analysis
Year of publication: |
2022
|
---|---|
Authors: | Yuan, Di ; Li, Sufang ; Li, Rong ; Zhang, Feipeng |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-17
|
Subject: | EPU | Oil market | Quantile VAR | granger causality tests | Stock market | Kausalanalyse | Causality analysis | Aktienmarkt | Börsenkurs | Share price | Ölpreis | Oil price | Ölmarkt | VAR-Modell | VAR model | Welt | World | Volatilität | Volatility |
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