The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng Wei , Liguo Zhang and Qirui Li
| Year of publication: |
2020
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|---|---|
| Authors: | Yanfeng, Wei ; Zhang, Liguo ; Li, Qirui |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 17, p. 1395-1399
|
| Subject: | Oil price shocks | Spectral variance decomposition | Sign restrictions | Ölpreis | Oil price | Schock | Shock | VAR-Modell | VAR model | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method | Welt | World | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1683142 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313055