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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~subject:"VAR-Modell"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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VAR-Modell
Oil price
987
Ölpreis
987
Welt
487
World
487
Volatility
468
Volatilität
468
Commodity derivative
322
Rohstoffderivat
322
Estimation
241
Schätzung
241
Oil market
237
Ölmarkt
237
Theorie
234
Theory
234
ARCH model
199
ARCH-Modell
199
Hedging
177
Forecasting model
169
Prognoseverfahren
169
Börsenkurs
165
Share price
165
USA
164
United States
161
Erdöl
159
Petroleum
159
Schock
137
Shock
137
VAR model
131
Oil prices
114
Stock market
113
Spillover effect
110
Spillover-Effekt
110
Aktienmarkt
109
Commodity price
109
Rohstoffpreis
109
Capital income
104
Kapitaleinkommen
104
Risk
103
Time series analysis
102
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Article
131
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Article in journal
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Aufsatz in Zeitschrift
131
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English
131
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Gupta, Rangan
6
Manera, Matteo
4
Wang, Yudong
4
Wu, Chongfeng
4
Cross, Jamie
3
Kang, Wensheng
3
Ratti, Ronald A.
3
Thai-Ha Le
3
Barbaglia, Luca
2
Boubaker, Sabri
2
Croux, Christophe
2
Farzanegan, Mohammad Reza
2
Filis, George
2
Hammoudeh, Shawkat
2
Liu, Li
2
Ma, Xiaohan
2
Mohaddes, Kamiar
2
Nguyen, Bao H.
2
Papież, Monika
2
Paul, Sunil
2
Perez de Gracia, Fernando
2
Raghavan, Mala
2
Rahman, Sajjadur
2
Rubaszek, Michał
2
Sadorsky, Perry A.
2
Serletis, Apostolos
2
Shahzad, Syed Jawad Hussain
2
Valenti, Daniele
2
Vespignani, Joaquin
2
Wilms, Ines
2
Youngho, Chang
2
Śmiech, Sławomir
2
Aastveit, Knut Are
1
Abdel-Latif, Hany
1
Abeysinghe, Tilak
1
Aharon, David Y.
1
Ahmadi, Maryam
1
Akram, Qaisar Farooq
1
Al Dayel, Abdullah
1
Al Jabri, Salwa
1
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American journal of agricultural economics
Economics letters
Energy economics
International Journal of Energy Economics and Policy : IJEEP
49
Applied economics
28
CAMA working paper series
22
Working paper
22
Economic modelling
21
International review of economics & finance : IREF
21
Discussion paper / Centre for Economic Policy Research
14
Macroeconomic dynamics
12
Applied economics letters
10
Journal of international money and finance
10
Emerging markets, finance and trade : EMFT
9
International review of financial analysis
9
OPEC energy review
9
The energy journal
9
Cogent economics & finance
8
Finance research letters
8
IMF working papers
8
Iranian economic review : journal of University of Tehran
8
Working paper series / European Central Bank
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Temi di discussione / Banca d'Italia
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
Working paper / Federal Reserve Bank of Dallas, Research Department
7
CAMA Working Paper
6
CESifo working papers
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
ECB Working Paper
6
Journal of banking & finance
6
Journal of commodity markets
6
Working paper / Norges Bank
6
BOFIT discussion papers
5
CAMP working paper series
5
Document de travail
5
Economic change & restructuring
5
FRB of Dallas Working Paper
5
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
131
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1
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131
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1
The impact of commodity price shocks in the presence of a trading relationship : a GVAR analysis of the NAFTA
Wei, Honghong
;
Lahiri, Radhika
- In:
Energy economics
80
(
2019
),
pp. 553-569
Persistent link: https://www.econbiz.de/10012173686
Saved in:
2
How is volatility in commodity markets linked to oil price shocks?
Ahmadi, Maryam
;
Behmiri, Niaz Bashiri
;
Manera, Matteo
- In:
Energy economics
59
(
2016
),
pp. 11-23
Persistent link: https://www.econbiz.de/10011699432
Saved in:
3
The effects of a shock to critical minerals prices on the world oil price and inflation
Considine, Jennifer I.
;
Galkin, Phillip
;
Hatipoglu, Emre
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014489961
Saved in:
4
Conditional capital surplus and shortfall across renewable and non-renewable resource firms
Irawan, Denny
;
Okimoto, Tatsuyoshi
- In:
Energy economics
112
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013350233
Saved in:
5
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
6
What drives commodity price booms and busts?
Jacks, David S.
;
Stürmer, Martin
- In:
Energy economics
85
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012510236
Saved in:
7
Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang
;
Zhan, Yanhong
;
Peng, Yiqi
;
Cai, Weiyi
- In:
Energy economics
105
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013201966
Saved in:
8
Can cryptocurrencies hedge oil price fluctuations? : a pandemic perspective
Będowska-Sójka, Barbara
;
Kliber, Agata
- In:
Energy economics
115
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013541809
Saved in:
9
Commodity price comovement and financial speculation : the case of cotton
Janzen, Joseph P.
;
Smith, Aaron D.
;
Carter, Colin Andre
- In:
American journal of agricultural economics
100
(
2018
)
1
,
pp. 264-285
Persistent link: https://www.econbiz.de/10011959365
Saved in:
10
Oil price dynamics in times of uncertainty : revisiting the role of demand and supply shocks
Kumar, Abhishek
;
Mallick, Sushanta Kumar
- In:
Energy economics
129
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014558749
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