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~person:"Giovannini, Massimo"
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Brent oil prices
4
Constant conditional correlations
4
Dynamic conditional correlations
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Kointegration
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Multivariate GARCH models
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Spot and futures prices
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1994-2002
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Giovannini, Massimo
Gupta, Rangan
26
Guesmi, Khaled
21
Ratti, Ronald A.
21
Kose, M. Ayhan
18
Hammoudeh, Shawkat
17
Rault, Christophe
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Yilmazkuday, Hakan
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Hsing, Yu
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Van Robays, Ine
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12
Bjørnland, Hilde Christiane
12
Manera, Matteo
12
Yoshino, Naoyuki
11
Belke, Ansgar
10
Chang, Chia-Lin
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Gros, Daniel
10
Lanza, Alessandro
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Mollick, André Varella
10
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10
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Tansuchat, Roengchai
10
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Arezki, Rabah
9
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9
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1
Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
Manera, Matteo
;
Giovannini, Massimo
;
Grasso, Margherita
; …
-
2004
the relevant stock market indexes or Brent
oil
prices
. …
Persistent link: https://www.econbiz.de/10011324953
Saved in:
2
Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo
;
Grasso, Margherita
;
Lanza, Alessandro
-
2004
relevant stock market indexes or Brent
oil
prices
. …
Persistent link: https://www.econbiz.de/10011603089
Saved in:
3
Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
Manera, Matteo
;
Giovannini, Massimo
;
Grasso, Margherita
; …
-
Fondazione ENI Enrico Mattei (FEEM)
-
2004
the relevant stock market indexes or Brent
oil
prices
. …
Persistent link: https://www.econbiz.de/10005385388
Saved in:
4
Oil and Product Price Dynamics in International Petroleum Markets
Lanza, Alessandro
;
Manera, Matteo
;
Giovannini, Massimo
-
2003
specification to predict crude
oil
prices
over the horizon January 2002-June 2002.The main findings of the paper can be summarized …
Persistent link: https://www.econbiz.de/10011325123
Saved in:
5
Oil and product price dynamics in international petroleum markets
Lanza, Alessandro
;
Manera, Matteo
;
Giovannini, Massimo
-
2003
specification to predict crude
oil
prices
over the horizon January 2002-June 2002.The main findings of the paper can be summarized …
Persistent link: https://www.econbiz.de/10011592760
Saved in:
6
Oil and Product Price Dynamics in International Petroleum Markets
Lanza, Alessandro
;
Manera, Matteo
;
Giovannini, Massimo
-
Fondazione ENI Enrico Mattei (FEEM)
-
2003
specification to predict crude
oil
prices
over the horizon January 2002-June 2002.The main findings of the paper can be summarized …
Persistent link: https://www.econbiz.de/10005423205
Saved in:
7
Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo
;
Grasso, Margherita
;
Lanza, Alessandro
- In:
Empirica
33
(
2006
)
4
,
pp. 193-207
Persistent link: https://www.econbiz.de/10005810527
Saved in:
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