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  • Search: subject:"svar–garch"
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Year of publication
Subject
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SVAR-GARCH 3 Investment 2 Oil Market 2 Uncertainty 2 Asset pricing model 1 CAPM 1 Devisenmarkt 1 Erdölindustrie 1 Estimation 1 Exchange rate 1 Foreign exchange market 1 Gas industry 1 Gaswirtschaft 1 Investition 1 Oil industry 1 Oil market 1 Risiko 1 Risk 1 Schätzung 1 Speculation 1 Spekulation 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Wechselkurs 1 foreign exchange market 1 heterogeneous beliefs 1 high frequency data 1 market making 1 Ölmarkt 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 3
Author
All
Ahmadi, Maryam 2 Manera, Matteo 2 Sadeghzadeh, Mehdi 2 Bargigli, Leonardo 1 Cifarelli, Giulio 1
Published in...
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Working Paper 1 Working paper 1 Working papers : working paper 1
Source
All
ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012211762
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Investment-Uncertainty Relationship in the Oil and Gas Industry
Ahmadi, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2018
Recent studies on oil market demonstrate endogeneity of oil price by modeling it as a function of consumption and precautionary demands and producers’ supply. However, studies analysing the effect of oil price uncertainty on investment, do not disentangle uncertainties raised by underlying...
Persistent link: https://www.econbiz.de/10011957005
Saved in:
Cover Image
Investment-uncertainty relationship in the oil and gas industry
Ahmadi, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2018
Recent studies on oil market demonstrate endogeneity of oil price by modeling it as a function of consumption and precautionary demands and producers’ supply. However, studies analysing the effect of oil price uncertainty on investment, do not disentangle uncertainties raised by underlying...
Persistent link: https://www.econbiz.de/10011824181
Saved in:
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