Time-varied causality between US partisan conflict shock and crude oil return
Yifei Cai, Yanrui Wu
| Year of publication: |
2019
|
|---|---|
| Authors: | Cai, Yifei ; Wu, Yanrui |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-9
|
| Subject: | Bootstrap rolling window technique | Crude oil return | Granger causality | Partisan conflict shock | Sub-sample estimation | Kausalanalyse | Causality analysis | Schock | Shock | Schätzung | Estimation | Ölpreis | Oil price | Kapitaleinkommen | Capital income | USA | United States | VAR-Modell | VAR model | Erdöl | Petroleum | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104512 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012182008