Asset Value, Interest Rates and Oil Price Volatility
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DOI: j.1475-4932.2011.00734.x
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- Vipin Arora, 2011. "Asset Value, Interest Rates and Oil Price Volatility," ANU Working Papers in Economics and Econometrics 2011-536, Australian National University, College of Business and Economics, School of Economics.
References listed on IDEAS
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Citations
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"Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2239-2247, July.
- Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020. "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers 202006, University of Pretoria, Department of Economics.
- Jonathan Olusegun Famoroti & Omolade Adeleke, 2023. "Analysis of Wamz’s Economic Growth and Monetary Policy Using the Markov Switching Approach," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(4), pages 142-156, April.
- Arora, Vipin & Tyers, Rod, 2012. "Asset arbitrage and the price of oil," Economic Modelling, Elsevier, vol. 29(2), pages 142-150.
- Arora, Vipin & Tanner, Matthew, 2013.
"Do oil prices respond to real interest rates?,"
Energy Economics, Elsevier, vol. 36(C), pages 546-555.
- Arora, Vipin & Tanner, Matthew, 2011. "How important are real interest rates for oil prices?," MPRA Paper 35883, University Library of Munich, Germany.
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More about this item
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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