Gold and crude oil prices after the great moderation
Peter Sephton, Janelle Mann
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Sephton, Peter S. ; Mann, Janelle |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 71.2018, p. 273-281
|
| Subject: | Threshold cointegration | Error correction equation | Multivariate adaptive regression splines | Gold price | Brent oil price | Ölpreis | Oil price | Kointegration | Cointegration | Gold | Welt | World | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.02.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011943022