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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Energy economics"
~person:"Sbuelz, Alessandro"
~subject:"Commodity derivative"
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Commodity derivative
Bayesian SVAR models
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Sbuelz, Alessandro
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American journal of agricultural economics
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Interpreting the oil risk premium : do oil price shocks matter?
Valenti, Daniele
;
Manera, Matteo
;
Sbuelz, Alessandro
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012518589
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