Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Rangan Gupta; Gbeada Josiane Seu Epse Kean; Mpho Asnath Tsebe; Nthabiseng Tsoanamatsie; João Ricardo Sato
| Year of publication: |
2015
|
|---|---|
| Authors: | Gupta, Rangan ; Kean, Gbeada Josiane Seu Epse ; Tsebe, Mpho Asnath ; Tsoanamatsie, Nthabiseng ; Sato, João Ricardo |
| Published in: |
Economia internazionale. - Genova : Inst., ISSN 0012-981X, ZDB-ID 1799-1. - Vol. 68.2015, 4, p. 469-491
|
| Subject: | Oil Prices | Causality | Linear | Time-Varying | Commodity Prices | Stability | Ölpreis | Oil price | Rohstoffpreis | Commodity price | Strukturbruch | Structural break | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Zeitreihenanalyse | Time series analysis | Welt | World |
| Extent: | Illustrationen |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in englischer und italienischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428286