Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Year of publication: |
2018
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Authors: | Bahloul, Walid ; Gupta, Rangan |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 156.2018, p. 247-253
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Subject: | Macroeconomic news surprises | Uncertainty | Behavioural finance | Oil futures | Returns and volatility | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
Description of contents: | Description [sciencedirect.com] ; Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 165, May 2021, Seite 279-281 Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
Other identifiers: | 10.1016/j.inteco.2018.04.002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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