Time-varied causality between US partisan conflict shock and crude oil return
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DOI: 10.1016/j.eneco.2019.104512
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More about this item
Keywords
Partisan conflict shock; Crude oil return; Granger causality; Bootstrap rolling window technique; Sub-sample estimation;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- H3 - Public Economics - - Fiscal Policies and Behavior of Economic Agents
- H4 - Public Economics - - Publicly Provided Goods
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