Oil volatility uncertainty : impact on fundamental macroeconomics and the stock index
Year of publication: |
2024
|
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Authors: | Aladwani, Jassim |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 12.2024, 6, Art.-No. 140, p. 1-23
|
Subject: | ADRL model | GARCH-type models | macroeconomic factors | MS-GARCH models | oil price fluctuation | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Aktienindex | Stock index | Makroökonomik | Macroeconomics | Theorie | Theory | Welt | World | Wirkungsanalyse | Impact assessment | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies12060140 [DOI] |
Classification: | D53 - Financial Markets ; E31 - Price Level; Inflation; Deflation ; E32 - Business Fluctuations; Cycles ; G15 - International Financial Markets ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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