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~source:"repec"
~subject:"Stock market"
~subject:"VOLATILITY"
~subject:"shocks"
~subject:"Ölpreis"
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Stock market
VOLATILITY
shocks
Ölpreis
volatility
1,163
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1,017
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155
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59
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McAleer, Michael
6
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3
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3
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2
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2
Hammoudeh, S.M.
2
Hammoudeh, Shawkat
2
Joëts, Marc
2
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2
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AKSOY, Mine
1
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2014–2015 Global Food Policy Report
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Australian Journal of Management
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Physica A: Statistical Mechanics and its Applications
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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Известия Тульского государственного университета. Экономические и юридические науки
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ECONIS (ZBW)
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1
СТАНДАРТЫ ДОЛЖНИКА
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
- In:
Известия Тульского …
(
2014
)
3
,
pp. 325-331
Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...
Persistent link: https://www.econbiz.de/10011228950
Saved in:
2
The Effects of Terrorism on Turkish Stock Market
AKSOY, Mine
- In:
Ege Academic Review
14
(
2014
)
1
,
pp. 31-41
This paper uses daily data to analyze how Turkish stock market reacted to terror attacks that took place between 1996 and 2007 in Turkey and September 11, 2001 in the United States. Two different methodologies are used. The first one is abnormal returns methodology, and the second one is time...
Persistent link: https://www.econbiz.de/10010735129
Saved in:
3
How Strong Do Global Commodity Prices Influence Domestic Food Prices? A Global Price Transmission Analysis
Kalkuhl, Matthias
-
Agricultural and Applied Economics Association - AAEA
-
2014
This paper analyzes the transmission from global commodity to domestic food prices for a large set of countries. First, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive storage model under rational expectations, it is shown...
Persistent link: https://www.econbiz.de/10011068580
Saved in:
4
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
Volkswirtschaftliche Fakultät, …
-
2014
In this study we examine the dynamic structural relationship between oil price shocks and stock market returns and volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that, by extending the Diebold and Yilmaz (2012) dynamic...
Persistent link: https://www.econbiz.de/10011112400
Saved in:
5
How Strong Do Global Commodity Prices Influence Domestic Food Prices in Developing Countries? A Global Price Transmission and Vulnerability Mapping Analysis
Kalkuhl, Matthias
-
Zentrum für Entwicklungsforschung (ZEF), Rheinische …
-
2014
This paper analyzes the transmission from global commodity to domestic food prices for a large set of countries. First, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive storage model under rational expectations, it is shown...
Persistent link: https://www.econbiz.de/10010879144
Saved in:
6
ПРИСУТСТВИЕ ЦИКЛОВ АНДЕРРАЙТИНГА В РОССИИ
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
- In:
Вестник Томского …
(
2014
)
3
,
pp. 114-124
В статье дан анализ наличия циклов андеррайтинга на российском страховом рынке. Проводится исследование колебания убыточности на нескольких линиях бизнеса....
Persistent link: https://www.econbiz.de/10011269887
Saved in:
7
МАКРОЭКОНОМИЧЕСКИЕ ФАКТОРЫ ВЛИЯНИЯ НА ДИНАМИКУ РОССИЙСКОГО РЫНКА АКЦИЙ И ИНСТРУМЕНТЫ ГОСУДАРСТВЕННОГО РЕГУЛИРОВАНИЯ...
ЕВЛАХОВА Ю. С.
- In:
Проблемы современной экономики
(
2013
)
3
,
pp. 50-55
В статье рассматриваются вопросы классификации макроэкономических факторов влияния на российский рынок акций, приводятся исследования по оценке значимости...
Persistent link: https://www.econbiz.de/10011238719
Saved in:
8
ДИФФЕРЕНЦИАЦИЯ ВЗГЛЯДОВ НА ДЕФИНИЦИИ «РИСК» И «НЕОПРЕДЕЛЕННОСТЬ»
ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ
- In:
Вестник Томского …
(
2013
)
3
,
pp. 33-39
В данной статье автор раскрывает и анализирует основные понятия и сущность таких терминов, как «риск» и «неопределенность». Рассмотрены дефиниции риска и...
Persistent link: https://www.econbiz.de/10011237244
Saved in:
9
On the links between stock and commodity markets' volatility
Creti, Anna
;
Joëts, Marc
;
Mignon, Valérie
-
Université Paris-Dauphine (Paris IX)
-
2013
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10011265523
Saved in:
10
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
This paper examines volatility, volatility spillovers, optimal portfolio weights and hedging for systems that include the dollar/euro exchange rate together with four important and highly traded commodities - aluminum, copper, gold and oil - by utilizing four symmetric and asymmetric...
Persistent link: https://www.econbiz.de/10008763555
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