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subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~person:"Anzuini, Alessio"
~person:"Cortazar, Gonzalo"
~person:"Maitra, Debasish"
~subject:"Oil price"
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Zeitreihenanalyse
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Anzuini, Alessio
Cortazar, Gonzalo
Maitra, Debasish
Manera, Matteo
3
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2
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Guillén, Osmani Teixeira de Carvalho
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Energy economics
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ECONIS (ZBW)
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The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
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2
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
3
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
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