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1973-2015
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ARCH model
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ARCH-Modell
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Oil price
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Volatility
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Chua, Chew Lian
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Suardi, Sandy
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Charles, Amélie
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Darné, Olivier
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Silva, Chamaka de
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Melbourne Institute working paper series
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Melbourne Institute Working Paper Series
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Oil price shocks, real economic activity and uncertainty : a structural factor VAR GARCH-in-Mean model
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
-
2017
Persistent link: https://www.econbiz.de/10011743983
Saved in:
2
Do petrol prices increase faster than they fall in market disequilibria?
Chua, Chew Lian
;
Silva, Chamaka de
;
Suardi, Sandy
-
2016
Persistent link: https://www.econbiz.de/10011514736
Saved in:
3
On the pernicious effects of oil price uncertainty on U.S. real cconomic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
-
2016
Persistent link: https://www.econbiz.de/10011613241
Saved in:
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