Pass-through of oil supply shocks to domestic gasoline prices : evidence from daily data
Etsuro Shioji
| Year of publication: |
2021
|
|---|---|
| Authors: | Shioji, Etsuro |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 98.2021, p. 1-20
|
| Subject: | SVAR-IV (or proxy VAR) | High frequency identification | News shock | Oil price | Pass-through | Ölpreis | Schock | Shock | VAR-Modell | VAR model | Benzin | Gasoline | Exchange Rate Pass-Through | Exchange rate pass-through | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821982