How the financial market can dampen the effects of commodity price shocks
Year of publication: |
2020
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Authors: | Kim, Myunghyun |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 121.2020, p. 1-14
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Subject: | Commodities as an asset | Commodity derivatives | Commodity price shocks | Financial accelerator | Rohstoffpreis | Commodity price | Schock | Shock | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Finanzmarkt | Financial market | Welt | World | Rohstoffmarkt | Commodity market | Volatilität | Volatility | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Schätzung | Estimation |
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