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subject:"Currency derivative"
~person:"Baumeister, Christiane"
~subject:"Estimation"
~subject:"USA"
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Currency derivative
Estimation
USA
Risk premium
15
Risikoprämie
14
risk premium
9
Biofuel
7
Biokraftstoff
7
Erneuerbare Energie
7
Erwartungsbildung
7
Expectation formation
7
Forecasting model
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Förderung erneuerbarer Energien
7
Impact assessment
7
Prognoseverfahren
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Renewable energy
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Renewable energy policy
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Wirkungsanalyse
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Oil price
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Theorie
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model uncertainty
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Börsenkurs
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Commodity derivative
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Rohstoffderivat
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United States
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World
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forecast
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market expectation
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oil price
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Ölpreis
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Futures
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anticipation
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corn
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crude oil
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gasoline
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market integration
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policy uncertainty
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Baumeister, Christiane
Zhou, Hao
34
Bollerslev, Tim
26
Bernoth, Kerstin
25
Bansal, Ravi
24
Yaron, Amir
21
Zaremba, Adam
20
D'Amico, Stefania
19
Chernov, Mikhail
18
Damodaran, Aswath
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Bekaert, Geert
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Scaillet, Olivier
16
Longstaff, Francis A.
15
Wolff, Christiaan Cornelis Petrus
15
Zinna, Gabriele
15
Guidolin, Massimo
14
Jagannathan, Ravi
14
Sarno, Lucio
14
Wickens, Michael R.
14
Hamilton, James D.
13
Mehra, Rajnish
13
Todorov, Viktor
13
Wolff, Guntram B.
13
Baillie, Richard
12
Gupta, Rangan
12
Hagen, Jürgen von
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Li, Junye
12
Londono, Juan M.
12
Nitschka, Thomas
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Song, Dongho
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Tristani, Oreste
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Trojani, Fabio
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Tzavalis, Elias
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Campbell, John Y.
11
Campbell, Sean D.
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Diebold, Francis X.
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ECONIS (ZBW)
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Did the renewable fuel standard shift market expectations of the price of ethanol?
Baumeister, Christiane
;
Ellwanger, Reinhard
;
Kilian, Lutz
-
2017
Persistent link: https://www.econbiz.de/10011619239
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12
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
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