Oil price volatility in the context of Covid-19
Year of publication: |
2021
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Authors: | Bourghelle, David ; Jawadi, Fredj ; Rozin, Philippe |
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. 167.2021, p. 39-49
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Subject: | Coronavirus | Oil price volatility | Uncertainty | VAR modelling | Impulse-response functions | Ölpreis | Oil price | Volatilität | Volatility | Welt | World | VAR-Modell | VAR model | ARCH-Modell | ARCH model |
Description of contents: | 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 176, December 2023, Seite 1-4 |
Other identifiers: | 10.1016/j.inteco.2021.05.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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