A weekly structural VAR model of the US crude oil market
Year of publication: |
2023
|
---|---|
Authors: | Valenti, Daniele ; Bastianin, Andrea ; Manera, Matteo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 121.2023, p. 1-14
|
Subject: | Bayesian VAR | COVID-19 | Futures-spot price spread | Speculation | Structural VAR | WTI price | VAR-Modell | VAR model | Ölpreis | Oil price | Schock | Shock | Coronavirus | Schätzung | Estimation | USA | United States | Ölmarkt | Oil market | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Spekulation |
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