PARASAL AKTARIM MEKANİZMALARININ İŞLEYİŞİNDE FİNANSAL KOŞULLARIN ÖNEMİ: TVP-VAR MODELLERİNDEN BULGULAR
نویسندگان
چکیده
منابع مشابه
Speculative Oil Demand and Crude Oil Price Dynamics: A TVP-VAR Approach
Significant decline in the slope of short-term oil supply and demand curves, along with the meaningful change in the degree of risk aversion in arbitrageurs encouraged us to test the time-varying effects of speculative demand on crude oil price dynamics over the period 1985-2016. Using a time-varying parameter vector autoregressive (TVP-VAR) model – with structural shocks identified by Killian ...
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ژورنال
عنوان ژورنال: Pamukkale University Journal of Social Sciences Institute
سال: 2019
ISSN: 1308-2922
DOI: 10.30794/pausbed.421112