Estimating the effects of global oil market shocks on Australian merchandise trade
M-Ali Sotoudeh, Andrew C. Worthington
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Sotoudeh, M-Ali ; Worthington, Andrew Charles |
| Subject: | Oil price volatility | Merchandise trade | Structural shocks | Vector generalised autoregressive conditional heteroscedasticity (VGARCH) | Structural vector autoregression (SVAR) | Australia | VAR-Modell | VAR model | Australien | Schock | Shock | Ölpreis | Oil price | Ölmarkt | Oil market | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eap.2016.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485448