Kauzálny vzťah medzi neistotou a cenami ropy: Kvantilová regresia
This work considers the causal relationship between the news-based uncertainty measures and WTI crude oil price within the quantile causality framework by using daily data for a period from January 4, 2000, to November 14, 2016. We find that the Granger non-causality test in quantiles between crude...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2017
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| Online Access: | http://www.nusl.cz/ntk/nusl-267738 |