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~person:"Caporale, Guglielmo Maria"
~person:"Chevallier, Julien"
~subject:"Commodity markets"
~subject:"Korrelation"
~subject:"Oil price"
~subject:"Rohstoffhandel"
~subject:"Schock"
~subject:"Ölpreis"
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Commodity markets
Korrelation
Oil price
Rohstoffhandel
Schock
Ölpreis
Commodity market
17
Rohstoffmarkt
17
Commodity derivative
13
Rohstoffderivat
13
Volatility
12
Volatilität
12
Commodity price
7
Rohstoffpreis
7
Welt
5
World
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Ankündigungseffekt
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commodities
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bonds
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stocks
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Börsenkurs
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Macro news
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Method of moments
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Caporale, Guglielmo Maria
Chevallier, Julien
Peersman, Gert
7
Riera-Crichton, Daniel
6
Aizenman, Joshua
5
Edwards, Sebastian
5
Triantafyllou, Athanasios
5
Handika, Rangga
4
Ji, Qiang
4
Kilian, Lutz
4
Manera, Matteo
4
Nguyen, Duc Khuong
4
Rüth, Sebastian
4
Soto, Raimundo
4
Szurlies, Michael
4
Uddin, Mohammed Gazi Salah
4
Van der Veken, Wouter
4
Ahmadi, Maryam
3
Bakas, Dimitrios
3
Behmiri, Niaz Bashiri
3
Bekiros, Stelios
3
Collier, Paul
3
De Winne, Jasmien
3
Dorner, Ulrike
3
Giovannini, Massimo
3
Guesmi, Khaled
3
Hohberger, Stefan
3
Kang, Sang Hoon
3
Kitano, Shigeto
3
Kollmann, Robert
3
Liski, Matti
3
Mikutowski, Mateusz
3
Montero, Juan-Pablo
3
Narayan, Paresh Kumar
3
Ndubuisi, Gideon Onyewuchi
3
Prokopczuk, Marcel
3
Röger, Werner
3
Souza, Rodrigo da Silva
3
Tiwari, Aviral Kumar
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Urom, Christian
3
Vogel, Lukas
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Economic modelling
1
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1
Managerial finance
1
Routledge advances in applied financial econometrics
1
The Australian economic review
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ECONIS (ZBW)
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1
Financial mathematics, volatility and covariance modelling
Chevallier, Julien
(
ed.
);
Goutte, Stéphane
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012002815
Saved in:
2
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
3
Cross-market linkages : the case of commodities, bonds, inflation and industrial production
Chevallier, Julien
;
Ielpo, Florian
- In:
The Australian economic review
47
(
2014
)
2
,
pp. 189-198
Persistent link: https://www.econbiz.de/10010463635
Saved in:
4
"Time series momentum" in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Managerial finance
40
(
2014
)
7
,
pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
Saved in:
5
Macroeconomics, finance, commodities : interactions with carbon markets in a data-rich model
Chevallier, Julien
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 557-567
Persistent link: https://www.econbiz.de/10009269897
Saved in:
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