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type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of international money and finance"
~person:"Yang, Mo"
~subject:"Geldpolitik"
~subject:"VAR model"
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Geldpolitik
VAR model
Oil market
2
Oil price
2
Volatility
2
Volatilität
2
Ölmarkt
2
Ölpreis
2
Causality analysis
1
Crude oil market
1
Decomposition method
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Dekompositionsverfahren
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Economic uncertainty
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Estimation
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Financial market
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Finanzmarkt
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Forecasting model
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Frequency domain
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Kausalanalyse
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Monetary policy
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Nonlinear causality
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Oil market financialization
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Quantitative Lockerung
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Return spillover
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Time-varying forecast error variance decomposition
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VAR-Modell
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Yang, Mo
Ratti, Ronald A.
7
Gupta, Rangan
6
Kang, Wensheng
6
Filis, George
5
Manera, Matteo
4
Wang, Yudong
4
Wu, Chongfeng
4
Cross, Jamie
3
Perez de Gracia, Fernando
3
Thai-Ha Le
3
Benk, Szilárd
2
Boubaker, Sabri
2
Degiannakis, Stavros
2
Farzanegan, Mohammad Reza
2
Gillman, Max
2
Hammoudeh, Shawkat
2
Herwartz, Helmut
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Hou, Keqiang
2
Liu, Li
2
Lyu, Yongjian
2
Ma, Xiaohan
2
Mohaddes, Kamiar
2
Nguyen, Bao H.
2
Nguyen, Duc Khuong
2
Papież, Monika
2
Paul, Sunil
2
Raghavan, Mala
2
Rahman, Sajjadur
2
Rubaszek, Michał
2
Sadorsky, Perry A.
2
Serletis, Apostolos
2
Shahzad, Syed Jawad Hussain
2
Valenti, Daniele
2
Vespignani, Joaquin
2
Vespignani, Joaquin L.
2
Wohar, Mark E.
2
Youngho, Chang
2
Śmiech, Sławomir
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Aastveit, Knut Are
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Economic modelling
Economics letters
Energy economics
Journal of international money and finance
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ECONIS (ZBW)
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Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
2
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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