Interdependence between WTI crude oil prices and the US equity market
Year of publication: |
2022
|
---|---|
Authors: | Pruchnicka-Grabias, Izabela |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 2, p. 226-232
|
Subject: | Unrestricted VAR | Equity | Crude oil prices | Cointegration | Ölpreis | Oil price | Kointegration | Volatilität | Volatility | VAR-Modell | VAR model | Welt | World | Aktienmarkt | Stock market | USA | United States | Schätzung | Estimation | Ölmarkt | Oil market |
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