Original paper
The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment
Abstract
The oil price time series data can be affected by major global political and economic events, which would result in structural changes that could lead to biased estimations. By adopting the Bai and Perron model this paper found that there were six structural breaks in the Brent oil price due to major global events and that ARDL-ECM cointegration exists only between oil price and stock market volatility index (VIX) throughout the sampling period....
Paper Details
Title
The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment
Published Date
Aug 2, 2019
Journal
Volume
12
Issue
15
Pages
2982 - 2982
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History