Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects
Year of publication: |
2022
|
---|---|
Authors: | Thai-Ha Le ; Youngho, Chang ; Park, Donghyun |
Published in: |
The Singapore economic review. - Singapore : World Scientific, ZDB-ID 2098755-9. - Vol. 67.2022, 6, p. 1811-1833
|
Subject: | Asymmetric crude oil price changes | daily data | energy commodity prices | nonlinear ARDL model | real effective exchange rate of the US dollar | Ölpreis | Oil price | Volatilität | Volatility | Wechselkurs | Exchange rate | Rohstoffpreis | Commodity price | Welt | World | USA | United States | Schätzung | Estimation | US-Dollar | US dollar | Kointegration | Cointegration | Kaufkraftparität | Purchasing power parity | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Rohstoffmarkt | Commodity market |
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