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~institution:"Fondazione ENI Enrico Mattei (FEEM)"
~subject:"Cointegration"
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Search: ("Oil prices" OR "Raw materials") AND NOT isPartOf:Intereconomics
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Cointegration
Oil Price
4
Forecasting
3
Constant conditional correlations
2
Dynamic conditional correlations
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Econometric Models
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Error correction models
2
Multivariate GARCH models
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Oil prices
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Article XX of the GATT 1994
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Asymmetries
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Brent oil prices
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Commodity-Exporting Countries
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Energy
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Energy Prices
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Equilibrium Correction Model
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European Electricity Prices
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Baldi, Fabio
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Bosco, Bruno
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Giovannini, Massimo
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Grasso, Margherita
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Lanza, Alessandro
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Manera, Matteo
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Fondazione ENI Enrico Mattei (FEEM)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Agricultural and Applied Economics Association - AAEA
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Centre d'études prospectives et d'informations internationales (CEPII)
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Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
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Dipartimento di Economia, Università degli Studi di Roma 3
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ESSEC Business School
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Johns Hopkins University / Department of Economics
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School of Economics and Political Science <Sydney>
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School of Economics, Finance and Management, University of Bristol
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School of Economics, University of Edinburgh
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Southern Agricultural Economics Association - SAEA
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The Wharton Financial Institutions Center
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Økonomisk Institut, Københavns Universitet
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Working Papers / Fondazione ENI Enrico Mattei (FEEM)
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A Robust Multivariate Long Run Analysis of European Electricity Prices
Pelagatti, Matteo
;
Bosco, Bruno
;
Parisio, Lucia
;
Baldi, …
-
Fondazione ENI Enrico Mattei (FEEM)
-
2007
and gas prices but not
oil
prices
. The existence of long-term dynamics among gas prices and electricity prices may prove …
Persistent link: https://www.econbiz.de/10005392548
Saved in:
2
Long-run Models of Oil Stock Prices
Lanza, Alessandro
;
Manera, Matteo
;
Grasso, Margherita
; …
-
Fondazione ENI Enrico Mattei (FEEM)
-
2003
oil stock prices are analyzed together with the relevant stock market indexes, exchange rates, spot and future
oil
prices
…
Persistent link: https://www.econbiz.de/10005385444
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