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~isPartOf:"Energy economics"
~subject:"VAR-Modell"
~type:"article"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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VAR-Modell
Oil price
946
Ölpreis
946
Welt
455
World
455
Volatility
430
Volatilität
430
Commodity derivative
274
Rohstoffderivat
274
Oil market
229
Ölmarkt
229
Estimation
216
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216
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191
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191
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156
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156
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153
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153
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125
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125
VAR model
121
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117
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112
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111
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111
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109
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109
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108
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107
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99
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97
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97
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93
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92
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89
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121
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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
Aharon, David Y.
1
Ahmadi, Maryam
1
Akram, Qaisar Farooq
1
Al Dayel, Abdullah
1
Al Jabri, Salwa
1
AlWahedi, Wafa
1
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Energy economics
International Journal of Energy Economics and Policy : IJEEP
49
Applied economics
28
Economic modelling
21
International review of economics & finance : IREF
21
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
International review of financial analysis
9
OPEC energy review
9
The energy journal
9
Cogent economics & finance
8
Iranian economic review : journal of University of Tehran
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
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
Journal of banking & finance
6
Journal of commodity markets
6
Economic change & restructuring
5
International journal of economics and financial issues : IJEFI
5
Research in international business and finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Review of quantitative finance and accounting
4
The Pakistan development review : PDR
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Financial innovation : FIN
3
International journal of economic research
3
International journal of energy sector management
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Journal of monetary economics
3
Journal of risk and financial management : JRFM
3
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ECONIS (ZBW)
121
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121
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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
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
Saved in:
10
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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