Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data
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DOI: 10.1016/j.eneco.2016.11.003
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- Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015. "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers 201572, University of Pretoria, Department of Economics.
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More about this item
Keywords
Oil market; Stock market; Common cycles; Common features; Trend-cycle decomposition; Permanent and transitory shocks;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
Statistics
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