Determinants of high crude oil price: a nonstationary extreme value approach (Q2301217)
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scientific article; zbMATH DE number 7172900
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Determinants of high crude oil price: a nonstationary extreme value approach |
scientific article; zbMATH DE number 7172900 |
Statements
Determinants of high crude oil price: a nonstationary extreme value approach (English)
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24 February 2020
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high crude oil price
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extreme value theory
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Granger causality
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return levels
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probability of extreme event
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risk ratio
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0.6932559013366699
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0.6877662539482117
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0.6867859363555908
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0.6832422614097595
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