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~person:"Baek, Jungho"
~person:"Filis, George"
~subject:"VAR model"
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Search: subject_exact:"Ölpreis"
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VAR model
Oil price
56
Ölpreis
56
Volatility
28
Volatilität
28
Welt
19
World
19
Aktienmarkt
12
Stock market
12
VAR-Modell
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Cointegration
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Oil prices
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Prognoseverfahren
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Erdöl
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Baek, Jungho
Filis, George
Kilian, Lutz
35
Ratti, Ronald A.
21
Kang, Wensheng
19
Gupta, Rangan
17
Baumeister, Christiane
15
Manera, Matteo
14
Bjørnland, Hilde Christiane
13
Mohaddes, Kamiar
12
Serletis, Apostolos
11
Farzanegan, Mohammad Reza
10
Bao Hoang Nguyen
9
Cross, Jamie
9
Raissi, Mehdi
9
Venditti, Fabrizio
9
Vigfusson, Robert J.
9
Zhou, Xiaoqing
9
Ji, Qiang
8
Mignon, Valérie
8
Sheng, Xin
8
Trung Duc Tran
8
Anzuini, Alessio
7
Hamilton, James D.
7
Lombardi, Marco
7
Pagano, Patrizio
7
Valenti, Daniele
7
Wang, Yudong
7
Yoon, Kyung Hwan
7
Bastianin, Andrea
6
Marcellino, Massimiliano
6
Perez de Gracia, Fernando
6
Thai-Ha Le
6
Thorsrud, Leif Anders
6
Torvik, Ragnar
6
Vespignani, Joaquin
6
Wu, Chongfeng
6
Allegret, Jean-Pierre
5
Bruns, Martin
5
Elder, John
5
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Applied economics
2
Energy economics
2
Australian economic papers
1
Department of Economics working paper
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of financial analysis
1
Review of quantitative finance and accounting
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
12
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1
The role of crude oil demand and supply shocks on exchange rates : empirical evidence from South Korea
Baek, Jungho
- In:
Applied economics
56
(
2024
)
7
,
pp. 826-835
Persistent link: https://www.econbiz.de/10014440140
Saved in:
2
Not all oil shocks on the trade balance are alike : empirical evidence from South Korea
Baek, Jungho
- In:
Australian economic papers
61
(
2022
)
2
,
pp. 291-303
Persistent link: https://www.econbiz.de/10013280207
Saved in:
3
Crude oil prices and macroeconomic activities : a structural VAR approach to Indonesia
Baek, Jungho
- In:
Applied economics
53
(
2021
)
22
,
pp. 2527-2538
Persistent link: https://www.econbiz.de/10012501295
Saved in:
4
Crude oil inventories : the two faces of Janus?
Kim, Soohyeon
;
Baek, Jungho
;
Heo, Eunnyeong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 1003-1018
Persistent link: https://www.econbiz.de/10012260639
Saved in:
5
Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
2014
Persistent link: https://www.econbiz.de/10010360804
Saved in:
6
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:
7
Monetary policy and overshooting of oil prices in an open economy
Baek, Jungho
;
Miljkovic, Dragan
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012035024
Saved in:
8
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Saved in:
9
Dynamic spillovers of oil price shocks and economic policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
Energy economics
44
(
2014
),
pp. 433-447
Persistent link: https://www.econbiz.de/10010457145
Saved in:
10
Financial and monetary policy responses to oil price shocks : evidence from oil-importing and oil-exporting countries
Filis, George
;
Chatziantoniou, Ioannis
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 709-729
Persistent link: https://www.econbiz.de/10010433514
Saved in:
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