On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?
Year of publication: |
2020
|
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Authors: | Ahmad, Wasim ; Prakash, Ravi ; Uddin, Mohammed Gazi Salah ; Chahal, Rishman Jot Kaur ; Rahman, Md Lutfur ; Dutta, Anupam |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 91.2020, p. 1-16
|
Subject: | Exchange rate | Intraday data | Intraday jumps | Oil price volatility | Realized volatility | Ölpreis | Oil price | Volatilität | Volatility | Wechselkurs | Indien | India | China | Welt | World | US-Dollar | US dollar | ARCH-Modell | ARCH model |
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