Exogenous shocks and the spillover effects between uncertainty and oil price
Lei Li, Libo Yin, Yimin Zhou
Year of publication: |
February 2016
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Authors: | Li, Lei ; Yin, Libo ; Zhou, Yimin |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 224-234
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Subject: | Oil price | Equity-related uncertainty | Exogenous shocks | Spillover effects | Bivariate EGARCH models | Ölpreis | Spillover-Effekt | Spillover effect | Schock | Shock | Theorie | Theory | Schätzung | Estimation | VAR-Modell | VAR model | Risiko | Risk |
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