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type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Journal of international money and finance"
~subject:"Geldpolitik"
~subject:"VAR model"
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Search: subject_exact:"Erdölpreis"
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Geldpolitik
VAR model
Oil price
199
Ölpreis
199
Welt
68
World
68
Volatility
67
Volatilität
67
Estimation
61
Schätzung
61
Oil market
43
Ölmarkt
42
Schock
38
Shock
38
VAR-Modell
34
ARCH model
32
ARCH-Modell
32
Oil prices
31
USA
29
United States
29
Cointegration
28
Kointegration
27
Commodity derivative
26
Rohstoffderivat
26
Börsenkurs
22
Share price
22
Aktienmarkt
21
Forecasting model
21
Prognoseverfahren
21
Stock market
21
Exchange rate
20
Monetary policy
20
Time series analysis
20
Wechselkurs
20
Zeitreihenanalyse
20
Erdöl
19
Impact assessment
19
Petroleum
19
Theorie
19
Theory
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46
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46
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English
46
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Kang, Wensheng
3
Ratti, Ronald A.
3
Lyu, Yongjian
2
Yang, Mo
2
Abeysinghe, Tilak
1
Abid, Ilyes
1
Adibpour, Mehdi
1
Ali Ahmed, Huson Joher
1
Ali, Faek Menla
1
Allegret, Jean-Pierre
1
Arampatzidis, Ioannis
1
Arouri, Mohamed
1
Banti, Chiara
1
Bashar, Omar Haider Mohammad Nazmul
1
Belomestny, Denis
1
Benedictow, Andreas
1
Benk, Szilárd
1
Bruns, Martin
1
Cao, Jin
1
Castelnuovo, Efrem
1
Catik, A. Nazif
1
Choi, Sangyup
1
Compton, Ryan A.
1
De, Kuhelika
1
Degiannakis, Stavros
1
Dizaji, Sajjad Faraji
1
Emami, Karim
1
Enders, Almira
1
Enders, Zeno
1
Eraslan, Sercan
1
Fan, Ying
1
Filis, George
1
Fjærtoft, Daniel
1
Foroni, Claudia
1
Furceri, Davide
1
Garzon, Antonio J.
1
Giedeman, Daniel C.
1
Gillman, Max
1
Guérin, Pierre
1
He, Chengting
1
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Economic modelling
Economics letters
Journal of international money and finance
Energy economics
137
International Journal of Energy Economics and Policy : IJEEP
50
Applied economics
27
International review of economics & finance : IREF
20
Macroeconomic dynamics
14
Applied economics letters
13
OPEC energy review
13
The energy journal
10
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
9
Iranian economic review : journal of University of Tehran
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Cogent economics & finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Finance research letters
7
International review of financial analysis
7
International journal of economics and financial issues : IJEFI
6
Journal of commodity markets
6
Journal of macroeconomics
6
Journal of money, credit and banking : JMCB
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economic change & restructuring
5
International journal of finance & economics : IJFE
5
Journal of applied econometrics
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Research in international business and finance
5
The Pakistan development review : PDR
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of central banking : IJCB
4
Journal of monetary economics
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Review of economic dynamics
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Asian African journal of economics and econometrics
3
Atlantic economic journal : AEJ
3
CBN journal of applied statistics
3
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ECONIS (ZBW)
46
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46
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1
State-dependent oil price shocks on inflation and the efficacy of inflation targeting regime
Hwang, Inwook
;
Zhu, Xiaoyang
- In:
Journal of international money and finance
144
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014551383
Saved in:
2
Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts
Omotosho, Babatunde S.
;
Yang, Bo
- In:
Journal of international money and finance
144
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014551385
Saved in:
3
Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
4
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
5
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
6
Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika
;
Compton, Ryan A.
;
Giedeman, Daniel C.
- In:
Economic modelling
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
Saved in:
7
Prime money market funds regulation, global liquidity, and the crude oil market
Ivan, Miruna-Daniela
;
Banti, Chiara
;
Kellard, Neil
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013435624
Saved in:
8
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
9
Fiscal stress and monetary policy stance in oil-exporting countries
Jin, Hao
;
Xiong, Chen
- In:
Journal of international money and finance
111
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012796758
Saved in:
10
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
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