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~isPartOf:"IMF working paper"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~person:"Cashin, Paul A."
~person:"Qabhobho, Thobekile"
~person:"Tanattrin Bunnag"
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Cashin, Paul A.
Qabhobho, Thobekile
Tanattrin Bunnag
Arezki, Rabah
5
Roache, Shaun K.
5
McDermott, C. John
4
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International Journal of Energy Economics and Policy : IJEEP
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1
The risk transfer among exchange rates, energy commodities, and agricultural commodity prices in SADC countries
Vuba, Nonelelo
;
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 287-298
Persistent link: https://www.econbiz.de/10014496217
Saved in:
2
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
3
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
4
Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
Saved in:
5
Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
6
Volatility transmission in oil futures markets and carbon emissions futures
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
3
,
pp. 647-659
Persistent link: https://www.econbiz.de/10011455969
Saved in:
7
Keynes, cocoa and copper : in search of commodity currencies
Cashin, Paul A.
;
Céspedes, Luis
;
Sahay, Ratna
-
2002
Persistent link: https://www.econbiz.de/10001742364
Saved in:
8
The long-run behavior of commodity prices : small trends and big variability
Cashin, Paul A.
;
McDermott, C. John
-
2001
Persistent link: https://www.econbiz.de/10001596908
Saved in:
9
Booms and slumps in world commodity prices
Cashin, Paul A.
;
McDermott, C. John
;
Scott, Alasdair
-
1999
Persistent link: https://www.econbiz.de/10001462347
Saved in:
10
The myth of comoving commodity prices
Cashin, Paul A.
;
McDermott, C. John
;
Scott, Alasdair
-
1999
Persistent link: https://www.econbiz.de/10001462409
Saved in:
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