The stable relationship between crude oil price and petrol price: Evidence from multivariate GARCH model
Year of publication: |
2013
|
---|---|
Authors: | Nguyen, Tuan Van |
Published in: |
The Empirical Econometrics and Quantitative Economics Letters. - Faculty of Economics. - Vol. 2.2013, 2, p. 27-27
|
Publisher: |
Faculty of Economics |
Subject: | ARCH effect | GARCH | BEKK | Oil price | Petrol price |
-
Nguyen, Tuan, (2014)
-
Fuel price volatility and asymmetric transmission of crude oil price changes to fuel prices
Zlatcu, Iuliana, (2015)
-
Strommarkt: Engpässe im Netz behindern den Wettbewerb
Kemfert, Claudia, (2008)
- More ...
-
Le Nguyen Hau, (2013)
-
Do budget deficits affect real interest rates? : a test of Ricardian Equivalence Theorem
Tuan Van Nguyen, (2013)
-
Tuan Van Nguyen, (2015)
- More ...