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~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
~isPartOf:"Managerial finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"tur"
~person:"Chevallier, Julien"
~person:"Mitra, Subrata Kumar"
~person:"Reboredo, Juan Carlos"
~subject:"Agricultural sector"
~subject:"Commodity market"
~subject:"Volatility"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Agricultural sector
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10
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9
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8
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7
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7
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Chevallier, Julien
Mitra, Subrata Kumar
Reboredo, Juan Carlos
Arouri, Mohamed
8
Ma, Feng
8
Chang, Chun Ping
7
Lee, Chien-chiang
6
Pal, Debdatta
6
Tiwari, Aviral Kumar
6
Todorova, Neda
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Ratti, Ronald A.
5
Viens, Frederi G.
5
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5
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4
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Saha, Shrabani
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3
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3
Beckmann, Joscha
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Blazsek, Szabolcs
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3
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3
Escribano, Álvaro
3
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3
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3
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3
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Annals of finance
Economic modelling
Managerial finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
20
Applied economics
5
Research in international business and finance
5
Applied economics letters
4
Finance research letters
4
International review of financial analysis
2
Journal of banking & finance
2
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2
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2
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ECONIS (ZBW)
18
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date (oldest first)
1
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
2
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
3
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Zhu, Bo
;
Lin, Renda
;
Deng, Yuanyue
;
Chen, Pingshe
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013367151
Saved in:
4
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
Saved in:
5
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
6
Oil price and automobile stock return co-movement : a wavelet coherence analysis
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
76
(
2019
),
pp. 172-181
Persistent link: https://www.econbiz.de/10012198304
Saved in:
7
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
8
Asymmetric oil product pricing in India : evidence from a multiple threshold nonlinear ARDL model
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
59
(
2016
),
pp. 314-328
Persistent link: https://www.econbiz.de/10011647848
Saved in:
9
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
Saved in:
10
Asymmetric impact of crude price on oil product pricing in the United States : an application of multiple threshold nonlinear autoregressive distributed lag model
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
51
(
2015
),
pp. 436-443
Persistent link: https://www.econbiz.de/10011476119
Saved in:
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