Global economic activity and crude oil prices: A cointegration analysis

Energy Economics

Volumn 32, Issue 4, 2010, Pages 868-876

  He, Yanan ^a   Wang, Shouyang ^b   Lai, Kin Keung ^c  

^a XIAMEN UNIVERSITY   (China)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^c CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Cointegration; Crude oil prices; ECM; Global economic activity; Kilian economic index

Indexed keywords

COSTS; ECONOMICS; ERROR CORRECTION; MILITARY ELECTRONIC COUNTERMEASURES;

COINTEGRATION; COINTEGRATION ANALYSIS; COINTEGRATION THEORIES; CRUDE OIL PRICES; ECONOMIC INDEXES; EQUILIBRIUM CONDITIONS; GLOBAL ECONOMIC ACTIVITY; US DOLLAR INDICES;

CRUDE OIL;

COINTEGRATION ANALYSIS; CRUDE OIL; DEMAND ANALYSIS; ECONOMIC ACTIVITY; ENERGY MARKET; ERROR CORRECTION; GLOBAL PERSPECTIVE; MODEL TEST; OIL SUPPLY; OIL TRADE; PRICE DYNAMICS;

EID: 77953358408     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.12.005     Document Type: Article

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