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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~subject:"Oil price"
~subject:"Theory"
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Zeitreihenanalyse
Oil price
Theory
Commodity price
31
Rohstoffpreis
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Commodity market
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Rohstoffmarkt
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Volatility
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Aiube, Fernando Antônio Lucena
1
Balcombe, Kelvin G.
1
Cadoret, Isabelle
1
Chaudhuri, Kausik
1
Diewald, Laszlo
1
Dufour, Jean-Marie
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Fernandez-Perez, Adrian
1
Fraser, Iain M.
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Frijns, Bart
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Liu, Peng
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Marvasti, Akbar
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Minlend, Jacques
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Nayga, Rodolfo M.
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Oglend, Atle
1
Poncela, Pilar
1
Ponomareva, Natalia
1
Prokopczuk, Marcel
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Razafindrabe, Tovonony
1
Samanez, Carlos P.
1
Senra, Eva
1
Sharma, Abhijit
1
Sierra, Lya Paola
1
Tang, Ke
1
Tourani Rad, Alireza
1
Wese Simen, Chardin
1
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Applied economics
Journal of empirical finance
Energy economics
54
Journal of international money and finance
16
IMF working papers
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American journal of agricultural economics
9
International review of economics & finance : IREF
9
Journal of the Royal Statistical Society
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NBER working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER Working Paper
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Working paper
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Applied economics letters
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7
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Discussion paper / Centre for Economic Policy Research
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CESifo working papers
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European review of agricultural economics : ERAE
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Finance research letters
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Intereconomics : review of European economic policy
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Journal of banking & finance
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Journal of economic dynamics & control
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Research in international business and finance
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The energy journal
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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OPEC energy review
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OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
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1
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
2
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee
;
Han, Doo Bong
;
Nayga, Rodolfo M.
- In:
Applied economics
49
(
2017
)
22
,
pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
Saved in:
3
Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
Applied economics
49
(
2017
)
38
,
pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
Saved in:
4
Commodity currencies and commodity prices : modelling static and time-varying dependence
Ignatieva, Ekaterina
;
Ponomareva, Natalia
- In:
Applied economics
49
(
2017
)
15
,
pp. 1491-1512
Persistent link: https://www.econbiz.de/10011813615
Saved in:
5
Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun
;
Dufour, Jean-Marie
;
Galbraith, John W.
- In:
Journal of empirical finance
36
(
2016
),
pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
Saved in:
6
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
7
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
8
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
9
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
Saved in:
10
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
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