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~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"VAR-Modell"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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VAR-Modell
Oil price
1,014
Ölpreis
1,014
Welt
521
World
521
Volatility
509
Volatilität
509
Commodity derivative
342
Rohstoffderivat
342
Estimation
255
Schätzung
255
Oil market
252
Ölmarkt
252
ARCH model
225
ARCH-Modell
225
Hedging
205
Forecasting model
179
Prognoseverfahren
179
Börsenkurs
177
Share price
177
Theorie
174
Theory
174
Erdöl
171
Petroleum
171
Spillover effect
138
Spillover-Effekt
138
Schock
133
Shock
133
Stock market
132
VAR model
130
Aktienmarkt
128
USA
125
United States
124
Capital income
118
Kapitaleinkommen
118
Oil prices
118
China
113
Derivat
108
Derivative
108
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106
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Article
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130
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Gupta, Rangan
6
Manera, Matteo
4
Wang, Yudong
4
Wu, Chongfeng
4
Cross, Jamie
3
Filis, George
3
Hammoudeh, Shawkat
3
Kang, Wensheng
3
Ratti, Ronald A.
3
Thai-Ha Le
3
Antonakakis, Nikolaos
2
Barbaglia, Luca
2
Boubaker, Sabri
2
Chatziantoniou, Ioannis
2
Croux, Christophe
2
Farzanegan, Mohammad Reza
2
Liu, Li
2
Ma, Xiaohan
2
Mohaddes, Kamiar
2
Nguyen, Bao H.
2
Nguyen, Duc Khuong
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
Aharon, David Y.
1
Ahmadi, Maryam
1
Akram, Qaisar Farooq
1
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Energy economics
International review of financial analysis
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
Economics letters
9
Emerging markets, finance and trade : EMFT
9
Finance research letters
9
OPEC energy review
9
The energy journal
9
Cogent economics & finance
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)
130
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1
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130
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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
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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