Oil prices and the impact of the financial crisis of 2007–2009
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DOI: 10.1016/j.eneco.2011.01.016
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References listed on IDEAS
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More about this item
Keywords
Oil prices; Euro; Gold; Time series analysis; Markov switching regimes;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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