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Volatility spillovers across financial markets: the role of oil price uncertainty
Lee, Seojin
; Kim, Young Min
Article
Issue Date
2022
Citation
APPLIED ECONOMICS LETTERS, v.30, no.17, pp.2342 - 2347
Publisher
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
예측오차의 확률분포에 기반한 국제유가 불확실성 분석
이서진
;
유종민
Article
Issue Date
2022
Citation
에너지경제연구, v.21, no.1, pp.87 - 113
1
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Author
Lee, Seojin
2
Yu, Jong min
1
Subject
bayesian estimation
1
Forecast error distribution
1
GOLD
1
Markov-switching
1
RETURNS
1
SHOCKS
1
spillovers
1
STOCK
1
survey forecast
1
uncertainty
1
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Date Issued
2022
2
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English
1
Korean
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Applied Economics Letters
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