Crude oil and stock markets: Stability, instability, and bubbles

Energy Economics

Volumn 31, Issue 4, 2009, Pages 559-568

  Miller, J Isaac ^a   Ratti, Ronald A ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Cointegrated VECM; Crude oil; Oil price bubble; Stock market bubble; Stock market prices; Structural stability

Indexed keywords

COINTEGRATED VECM; CRUDE OIL; OIL PRICE BUBBLE; STOCK MARKET BUBBLE; STOCK MARKET PRICES; STRUCTURAL STABILITY;

COMMERCE; CRUDE PETROLEUM; ERROR CORRECTION; STABILITY;

COSTS;

COINTEGRATION ANALYSIS; CRUDE OIL; ERROR CORRECTION; OECD; PRICE DYNAMICS; STOCK MARKET;

EID: 67349251250     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.01.009     Document Type: Article

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