The effect of financial and macroeconomic factors on the oil market
Year of publication: |
2015
|
---|---|
Authors: | Sariannidis, Nikolaos ; Galyfianakis, Georgios ; Drimbetas, Evagelos |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 5.2015, 4, p. 1084-1091
|
Subject: | Glosten–Jagannathan–Runkle-Generalized Autoregressive Conditional Heteroskedasticity Model | Crude Oil West Texas Intermediate | Gold | Equity Market | Exchange Rates | Bonds Market | Commodities | Baltic Exchange Index | Volatilität | Volatility | Wechselkurs | Exchange rate | Ölmarkt | Oil market | Ölpreis | Oil price | Welt | World | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schätzung | Estimation |
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