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Volumn 31, Issue 6, 2009, Pages 852-856

Oil price uncertainty in Canada

Author keywords

Multivariate GARCH in mean VAR; Oil; Vector autoregression; Volatility

Indexed keywords

EMPIRICAL EVIDENCE; ENERGY PRICES; INVESTMENT DECISIONS; MULTIVARIATE GARCH-IN-MEAN VAR; OIL; OIL PRICE UNCERTAINTY; OIL PRICES; OIL SHOCK; RESPONSE ANALYSIS; VECTOR AUTOREGRESSION; VOLATILITY;

EID: 70349777428     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.05.014     Document Type: Article
Times cited : (101)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.