Investigation into the dynamic relationships between global economic uncertainty and price volatilities of commodities, raw materials, and energy
Malihe Ashena, Hamid Laal Khezri, Ghazal Shahpari
| Year of publication: |
2024
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| Authors: | Ashena, Malihe ; Laal Khezri, Hamid ; Shahpari, Ghazal |
| Published in: |
Applied economic analysis : AEA. - Bingley : Emerald, ISSN 2632-7627, ZDB-ID 3022414-7. - Vol. 32.2023, 94, p. 23-40
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| Subject: | Commodity prices | DCC-GARCH model | Energy prices | Global economic policy uncertainty | Granger causality | Industrial raw materials prices | Welt | World | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Volatilität | Volatility | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Energiepreis | Energy price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/AEA-06-2023-0207 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490893