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~isPartOf:"Applied economics letters"
~subject:"Time series analysis"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Time series analysis
United States
Oil price
67
Ölpreis
67
Estimation
44
Schätzung
44
Welt
43
World
43
Commodity derivative
40
Rohstoffderivat
40
Volatility
36
Volatilität
36
Börsenkurs
24
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24
Hedging
23
Commodity price
22
Rohstoffpreis
22
Theorie
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Theory
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Rohstoffmarkt
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Kointegration
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USA
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Commodity exchange
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Schock
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Shock
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English
24
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Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Perez de Gracia, Fernando
2
Sheng, Xin
2
Acharya, Ram N.
1
Alsalman, Zeina
1
Baldi, Lucia
1
Bhaskara Rao, Buddhavarapu
1
Cai, Yuxin
1
Cartwright, Phillip A.
1
Cuñado Eizaguirre, Juncal
1
Equiza-Goñi, Juan
1
Feng, Hui
1
Gentle, Paul F.
1
Guo, Jialin
1
Hatemi-J, Abdulnasser
1
Hsing, Yu
1
Ji, Qiang
1
Jiang, Ying
1
Kwon, Dohyoung
1
Li, Qirui
1
Liu, Xiaoquan
1
Luo, Cuicui
1
Madhavan, Vinodh
1
Marzo, Massimiliano
1
Monge, Manuel
1
Olson, Dennis
1
Paudel, Krishna P.
1
Peri, Massimo
1
Polbin, Andrej
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Rao, Gyaneshwar
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Redin, Dulce
1
Ren, Yongping
1
Riabko, Natalija
1
Roca, Eduardo
1
Rodriguez, Ignacio
1
Umar, Zaghum
1
Van Eyden, Reneé
1
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1
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Applied economics letters
The journal of futures markets
225
Energy economics
196
Working paper / National Bureau of Economic Research, Inc.
69
The energy journal
50
Economic modelling
43
American journal of agricultural economics
42
The review of financial studies
40
International Journal of Energy Economics and Policy : IJEEP
39
Discussion paper / Centre for Economic Policy Research
34
The journal of finance : the journal of the American Finance Association
34
Working paper
33
International review of economics & finance : IREF
32
Applied economics
30
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
Journal of banking & finance
23
Economic review
20
International review of financial analysis
20
Journal of financial and quantitative analysis : JFQA
20
The North American journal of economics and finance : a journal of financial economics studies
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Finance research letters
18
Journal of agricultural and applied economics
18
Journal of international money and finance
18
CESifo working papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Applied financial economics
16
CAMA working paper series
15
NBER working paper series
15
Advances in futures and options research : a research annual
14
Journal of multinational financial management
14
Research in international business and finance
14
Econometric Institute research papers
13
Economics letters
13
IMF working papers
13
International finance discussion papers
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Review of quantitative finance and accounting
13
Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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The Journal of energy and development
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ECONIS (ZBW)
24
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1
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
Saved in:
2
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
3
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
Saved in:
4
Price discovery in commodity markets
Peri, Massimo
;
Baldi, Lucia
;
Vandone, Daniela
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
Saved in:
5
Examining the CRB index as a leading indicator for US inflation
Acharya, Ram N.
;
Gentle, Paul F.
;
Paudel, Krishna P.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1493-1496
Persistent link: https://www.econbiz.de/10008938898
Saved in:
6
Oil price shocks and U.S. unemployment rate : a robustness check
Alsalman, Zeina
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2208-2215
Persistent link: https://www.econbiz.de/10014364690
Saved in:
7
Volatility forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
8
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
9
Multivariate unobserved component model for an oil-exporting economy : the case of Russia
Polbin, Andrej
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 681-685
Persistent link: https://www.econbiz.de/10012501591
Saved in:
10
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
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