Estimating the effects of global oil market shocks on Australian merchandise trade
M-Ali Sotoudeh, Andrew C. Worthington
| Year of publication: |
June 2016
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|---|---|
| Authors: | Sotoudeh, M-Ali ; Worthington, Andrew Charles |
| Published in: |
Economic analysis and policy : EAP ; journal of the Economic Society of Australia. - Amsterdam [u.a.] : Elsevier, ISSN 2204-2296, ZDB-ID 2439247-9. - Vol. 50.2016, p. 74-84
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| 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