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subject:"Volatility"
~isPartOf:"CAMA working paper series"
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Search: subject_exact:"Oil price"
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Volatility
Oil price
48
Ölpreis
48
VAR model
20
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Schock
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Shock
16
Welt
14
World
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Oil prices
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Wirtschaftswachstum
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Capital market returns
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Finanzpolitik
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Gesamtwirtschaftliche Nachfrage
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Kapitalmarktrendite
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Resource wealth
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Rohstoffreichtum
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Bao Hoang Nguyen
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Kang, Wensheng
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Ratti, Ronald A.
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Chan, Joshua
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Chang, Yoosoon
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Trung Duc Tran
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CAMA working paper series
Energy economics
363
International Journal of Energy Economics and Policy : IJEEP
122
Finance research letters
49
Economic modelling
46
International review of economics & finance : IREF
43
International review of financial analysis
37
The energy journal
35
Applied economics
34
OPEC energy review
33
The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Applied economics letters
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets, finance and trade : EMFT
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Cogent economics & finance
11
Econometric Institute research papers
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Journal of commodity markets
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The empirical economics letters : a monthly international journal of economics
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The journal of futures markets
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Department of Economics working paper series
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International finance discussion papers
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International journal of economics and finance
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Iranian economic review : journal of University of Tehran
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring
Chang, Yoosoon
;
Herrera, Ana María
;
Pesavento, Elena
-
2023
Persistent link: https://www.econbiz.de/10014266815
Saved in:
2
Forecasting oil prices : can large BVARs help?
Bao Hoang Nguyen
;
Zhang, Bo
-
2022
Persistent link: https://www.econbiz.de/10013478800
Saved in:
3
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
4
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
5
Uncertainty and sign-dependent effects of oil market shocks
Bao Hoang Nguyen
;
Okimoto, Tatsuyoshi
;
Trung Duc Tran
-
2019
Persistent link: https://www.econbiz.de/10012223673
Saved in:
6
Oil and macroeconomic (in)stability
Bjørnland, Hilde Christiane
;
Larsen, Vegard Høghaug
; …
-
2017
Persistent link: https://www.econbiz.de/10012201125
Saved in:
7
Oil prices and the global economy : is it different this time around?
Mohaddes, Kamiar
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011754338
Saved in:
8
The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2016
Persistent link: https://www.econbiz.de/10011756478
Saved in:
9
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342409
Saved in:
10
The impact of oil price shocks on the stock market return and volatility relationship
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
-
2014
Persistent link: https://www.econbiz.de/10011341968
Saved in:
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