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subject:"Monetary policy"
~person:"Aizenman, Joshua"
~person:"Browne, Frank"
~person:"Nguyen, Duc Khuong"
~person:"Westgaard, Sjur"
~subject:"Rohstoffmarkt"
~subject:"Theory"
~type:"article"
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Monetary policy
Rohstoffmarkt
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Commodity price
14
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7
Rohstoffderivat
7
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6
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Aizenman, Joshua
Browne, Frank
Nguyen, Duc Khuong
Westgaard, Sjur
Sauerbeck, A.
12
Matthies, Klaus
10
Triantafyllou, Athanasios
6
Bakas, Dimitrios
5
Oglend, Atle
5
Schwartz, Eduardo S.
5
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5
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4
Bobenrieth H., Juan R. A.
4
Han, Liyan
4
Kolbe, Heinz
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4
Narayan, Paresh Kumar
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Prokopczuk, Marcel
4
Tang, Ke
4
Thiyagarajan, S.
4
Uddin, Mohammed Gazi Salah
4
Wellenreuther, Claudia
4
Wright, Brian D.
4
Bloch, Harry
3
Bohl, Martin T.
3
Bouri, Elie
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Cafiero, Carlo
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Lai, Ching-chong
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Nakajima, Katsushi
3
Sapsford, David
3
Sousa, Ricardo M.
3
Ubilava, David
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3
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Journal of international money and finance
3
Financial modeling and risk management of energy and environmental instruments and derivates
1
Inflation-sensitive assets : Instruments and strategies
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of economics & business
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The journal of risk model validation
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ECONIS (ZBW)
10
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1
Fourteen large commodity trading disasters : what happened and what can we learn?
Westgaard, Sjur
;
Frydenberg, Stein
;
Mohanty, Sunil
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014276627
Saved in:
2
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
Saved in:
3
The commodity cycle : macroeconomic and financial stability implications : an introduction
Alberola, Enrique
;
Aizenman, Joshua
;
Moreno, Ramon
; …
- In:
Journal of international money and finance
96
(
2019
),
pp. 259-262
Persistent link: https://www.econbiz.de/10012139810
Saved in:
4
Is beta dead for commodities?
Westgaard, Sjur
;
Steen, Marie
- In:
The journal of investing
26
(
2017
)
4
,
pp. 16-26
Persistent link: https://www.econbiz.de/10011932167
Saved in:
5
Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre
;
Bekiros, Stelios
;
Nguyen, Duc Khuong
; …
- In:
International review of financial analysis
43
(
2016
),
pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
Saved in:
6
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
7
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
8
Adjustment patterns to commodity terms of trade shocks : the role of exchange rate and international reserves policies
Aizenman, Joshua
;
Edwards, Sebastian
;
Riera-Crichton, Daniel
- In:
Journal of international money and finance
31
(
2012
)
8
,
pp. 1990-2016
Persistent link: https://www.econbiz.de/10009712183
Saved in:
9
Monetary policy, inflation and commodity prices
Browne, Frank
;
Cronin, David
- In:
Inflation-sensitive assets : Instruments and strategies
,
(pp. 255-276)
.
2012
Persistent link: https://www.econbiz.de/10011457170
Saved in:
10
Commodity prices, money and inflation
Browne, Frank
;
Cronin, David
- In:
Journal of economics & business
62
(
2010
)
4
,
pp. 331-345
Persistent link: https://www.econbiz.de/10008695891
Saved in:
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