Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Year of publication: |
2024
|
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Authors: | Malmierca-Ordoqui, Maria ; Gil-Alaña, Luis A. ; Monge González, Manuel |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 2, p. 859-882
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Subject: | Energy trade | Euro Area policy | Exchange rates | Fractional cointegration | Long memory | Kointegration | Cointegration | Wechselkurs | Exchange rate | Eurozone | Euro area | EU-Staaten | EU countries | US-Dollar | US dollar | USA | United States |
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