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subject:"ARCH-Modell"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Research in international business and finance"
~subject:"Schock"
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ARCH-Modell
Schock
Commodity derivative
49
Rohstoffderivat
49
Commodity price
46
Rohstoffpreis
46
Welt
39
World
39
Commodity market
26
Rohstoffmarkt
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ARCH model
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Aboura, Sofiane
1
Aizenman, Joshua
1
Atukeren, Erdal
1
Bakas, Dimitrios
1
Bassil, Charbel
1
Chaban, Maxym
1
Chevallier, Julien
1
Degiannakis, Stavros
1
Edwards, Sebastian
1
Fassas, Athanasios P.
1
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Filis, George
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Gelos, Gaston
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Giovannini, Massimo
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1
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1
Hohberger, Stefan
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Jin, Xin
1
Kollmann, Robert
1
Korkmaz, Turhan
1
Koulis, Alexandros
1
Liu, Pan
1
Morley, Bruce
1
Nehme, Tamara
1
Nguyen, Duc Khuong
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Papadamou, Stephanos
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Power, Gabriel J.
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Riera-Crichton, Daniel
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Ustyugova, Yulia
1
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Journal of international money and finance
Research in international business and finance
Energy economics
92
Economic modelling
21
IMF working papers
18
The journal of futures markets
17
Finance research letters
15
Applied economics
14
International review of economics & finance : IREF
14
Working paper
14
International review of financial analysis
13
Econometric Institute research papers
11
International Journal of Energy Economics and Policy : IJEEP
11
CAMA working paper series
10
American journal of agricultural economics
9
IMF Working Paper
8
Journal of commodity markets
8
The North American journal of economics and finance : a journal of financial economics studies
8
NBER Working Paper
7
NBER working paper series
7
The energy journal
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics letters
6
CAMA Working Paper
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Documentos de trabajo Banco Central de Chile
6
Journal of international financial markets, institutions & money
6
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
5
The empirical economics letters : a monthly international journal of economics
5
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4
International journal of finance & economics : IJFE
4
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Journal of forecasting
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Journal of international economics
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ECONIS (ZBW)
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1
The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin
- In:
Journal of international money and finance
90
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
Saved in:
2
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
3
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
4
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
5
Euro Area and US external adjustment : the role of commodity prices and Emerging Market shocks
Giovannini, Massimo
;
Hohberger, Stefan
;
Kollmann, Robert
; …
- In:
Journal of international money and finance
94
(
2019
),
pp. 183-205
Persistent link: https://www.econbiz.de/10012135158
Saved in:
6
The impact of uncertainty shocks on the volatility of commodity prices
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Journal of international money and finance
87
(
2018
),
pp. 96-111
Persistent link: https://www.econbiz.de/10012000843
Saved in:
7
Inflation responses to commodity price shocks : how and why do countries differ?
Gelos, Gaston
;
Ustyugova, Yulia
- In:
Journal of international money and finance
72
(
2017
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011787678
Saved in:
8
Adjustment patterns to commodity terms of trade shocks : the role of exchange rate and international reserves policies
Aizenman, Joshua
;
Edwards, Sebastian
;
Riera-Crichton, Daniel
- In:
Journal of international money and finance
31
(
2012
)
8
,
pp. 1990-2016
Persistent link: https://www.econbiz.de/10009712183
Saved in:
9
Commodity price shocks and the business cycle : structural evidence for the U.S.
Gubler, Matthias
;
Hertweck, Matthias S.
- In:
Journal of international money and finance
37
(
2013
),
pp. 324-352
Persistent link: https://www.econbiz.de/10010209059
Saved in:
10
Commodity currencies and equity flows
Chaban, Maxym
- In:
Journal of international money and finance
28
(
2009
)
5
,
pp. 836-852
Persistent link: https://www.econbiz.de/10003859500
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