On the influence of US monetary policy on crude oil price volatility
Year of publication: |
February 2017
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Authors: | Amendola, Alessandra ; Candila, Vincenzo ; Scognamillo, Antonio |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 52.2017, 1, p. 155-178
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Subject: | Volatility | GARCH-MIDAS | Forecasting | Crude oil | Volatilität | Ölpreis | Oil price | Geldpolitik | Monetary policy | Welt | World | Prognoseverfahren | Forecasting model | Erdöl | Petroleum | ARCH-Modell | ARCH model | Ölmarkt | Oil market |
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