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~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"The Journal of energy and development"
~person:"Kim, Won Joong"
~person:"Managi, Shunsuke"
~subject:"Entropie"
~subject:"Oil price"
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Entropie
Oil price
Oil market
2
Volatility
2
Volatilität
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Ölmarkt
2
Ölpreis
2
Causality analysis
1
Cointegration
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Entropy
1
Estimation
1
Hurst exponent
1
Inflation
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Kausalanalyse
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Nichtparametrisches Verfahren
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Nonparametric quantile causality
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Oil
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Oil market efficiency
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Schätzung
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Shannon entropy
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Structural break
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Structural breaks
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Kim, Won Joong
Managi, Shunsuke
Mensi, Walid
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Al-Sahlawi, Mohammed A.
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Al-Sowayegh, Abdulaziz
1
Beljid, Makram
1
Benkhodja, Mohamed Tahar
1
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1
Chin, Wen Cheong
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1
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1
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1
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1
Sweidan, Osama Daifalla
1
Ur Rehman, Mobeen
1
Xuan Vinh Vo
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
The Journal of energy and development
Energy economics
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ECONIS (ZBW)
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How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
2
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid
;
Beljid, Makram
;
Managi, Shunsuke
- In:
International economics : a journal published by CEPII …
140
(
2014
),
pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
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