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subject:"Zeitreihenanalyse"
~person:"Cashin, Paul A."
~person:"Gupta, Rangan"
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Search: subject_exact:"Rohstoffpreis"
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Zeitreihenanalyse
Commodity price
23
Rohstoffpreis
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Welt
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18
Causality analysis
4
Cointegration
4
Kaufkraftparität
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Kausalanalyse
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Schock
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1957-1999
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1980-2002
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Business cycle
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Granger causality
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Raw materials
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Rohstoff
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South Africa
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1862-1999
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Agrarpreis
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Cashin, Paul A.
Gupta, Rangan
De Pace, Pierangelo
6
Hernandez, Manuel A.
6
Pfaffenzeller, Stephan
4
Taylor, Robert
4
Aggarwal, Radhika
3
De Nicola, Francesca
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Gaiha, Raghav
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Kaicker, Nidhi
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Labys, Walter C.
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Lee, Junsoo
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McDermott, C. John
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Newbold, Paul
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Winkelried, Diego
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de Nicola, Francesca
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Casoli, Chiara
2
Cavaliere, Giuseppe
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Chen, Mei-hsiu
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Cole, Arthur Harrison
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Deaton, Angus
2
Diewald, Laszlo
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Ellwanger, Reinhard
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Ghoshray, Atanu
2
Holt, Matthew T.
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Issler, João Victor
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Laroque, Guy
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List, John A.
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Lucchetti, Riccardo
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Lutz, Matthias G.
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Nielsen, Morten Ørregaard
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Oglend, Atle
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Serna, Gregorio
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
2
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
3
The long-run behavior of commodity prices : small trends and big variability
Cashin, Paul A.
;
McDermott, C. John
-
2001
Persistent link: https://www.econbiz.de/10001596908
Saved in:
4
The long-run behavior of commodity prices : small trends and big variability
Cashin, Paul A.
;
McDermott, C. John
- In:
IMF staff papers
49
(
2002
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10001685360
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