The oil price-macroeconomy dependence
Year of publication: |
2023
|
---|---|
Authors: | Serletis, Apostolos ; Xu, Libo |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 6, p. 2501-2520
|
Subject: | Copulae | Dependence | Markov regime-switching | Oil price uncertainty | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | Markov-Kette | Markov chain | Volatilität | Volatility |
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