Oil and gold price dynamics in a multivariate cointegration framework
Year of publication: |
2013
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Authors: | Beckmann, Joscha ; Czudaj, Robert |
Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 10.2013, 3, p. 453-468
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Subject: | Multivariate cointegration | Gold price | Oil price | Ölpreis | Kointegration | Cointegration | Gold | Goldpreis | Welt | World | Volatilität | Volatility | Preis | Price | VAR-Modell | VAR model |
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