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~subject:"VAR-Modell"
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Search: ("Benzin" OR "Erdölpreis") AND NOT isPartOf:Wirtschaftsdienst
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VAR-Modell
Oil price
123
Ölpreis
123
Volatility
46
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46
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40
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Abid, Ilyes
1
Adibpour, Mehdi
1
Ali Ahmed, Huson Joher
1
Allegret, Jean-Pierre
1
Arampatzidis, Ioannis
1
Arouri, Mohamed
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Bashar, Omar Haider Mohammad Nazmul
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Catik, A. Nazif
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Ratti, Ronald A.
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Economic modelling
Energy economics
114
International Journal of Energy Economics and Policy : IJEEP
44
Applied economics
22
CAMA working paper series
20
Working paper
18
Discussion paper / Centre for Economic Policy Research
14
International review of economics & finance : IREF
14
Macroeconomic dynamics
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The energy journal
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Applied economics letters
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Economics letters
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OPEC energy review
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Iranian economic review : journal of University of Tehran
8
Working paper series / European Central Bank
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Cogent economics & finance
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Temi di discussione / Banca d'Italia
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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Economic change & restructuring
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FRB of Dallas Working Paper
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International review of financial analysis
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Journal of applied econometrics
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ECONIS (ZBW)
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1
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
2
Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika
;
Compton, Ryan A.
;
Giedeman, Daniel C.
- In:
Economic modelling
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
Saved in:
3
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
4
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
5
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
6
Causes and consequences of oil price shocks on the UK economy
Lorusso, Marco
;
Pieroni, Luca
- In:
Economic modelling
72
(
2018
),
pp. 223-236
Persistent link: https://www.econbiz.de/10012100294
Saved in:
7
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
8
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
Saved in:
9
The dark side of the black gold shock onto Europe : one stock's joy is another stock's sorrow
Kaabia, Olfa
;
Abid, Ilyes
;
Mkaouar, Farid
- In:
Economic modelling
58
(
2016
),
pp. 642-654
Persistent link: https://www.econbiz.de/10011647942
Saved in:
10
Oil price shocks and global imbalances : lessons from a model with trade and financial interdependencies
Allegret, Jean-Pierre
;
Mignon, Valérie
;
Sallenave, Audrey
- In:
Economic modelling
49
(
2015
),
pp. 232-247
Persistent link: https://www.econbiz.de/10011439540
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