Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis

Gogolin, F, Kearney, F, Lucey, BM et al. (2 more authors) (2018) Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. Energy Economics, 76. pp. 584-593. ISSN 0140-9883

Abstract

Metadata

Authors/Creators:
  • Gogolin, F
  • Kearney, F
  • Lucey, BM
  • Peat, M
  • Vigne, SA
Copyright, Publisher and Additional Information: © 2018 Elsevier B.V. All rights reserved. This is an author produced version of a paper published in Energy Economics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Macroeconomy; Oil prices; WTI Oil; Brent Oil; Long-run
Dates:
  • Accepted: 8 October 2018
  • Published (online): 28 October 2018
  • Published: 28 October 2018
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 06 Nov 2018 12:59
Last Modified: 28 Apr 2020 00:38
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.eneco.2018.10.002

Download

Export

Statistics