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Published in 2019 at "Defence and Peace Economics"
DOI: 10.1080/10242694.2018.1563854
Abstract: ABSTRACT This paper analyses the dynamic impact of geopolitical risks (GPRs) on real oil returns for the period February 1974 to August 2017, using a time-varying parameter structural vector autoregressive (TVP-SVAR) model. Besides the two…
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Keywords:
time varying;
oil prices;
impact geopolitical;
oil ... See more keywords