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Search: subject:"Vector autoregression model"
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VAR-Modell
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vector autoregression model
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structural vector autoregression model
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The North American journal of economics and finance : a journal of financial economics studies
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subject:"vector autoregressive model"
(944 results)
1
Directional spillover of fossil fuels prices on a hydrothermal power generation market
Oviedo-Gómez, Andrés
;
Londoño-Hernández, Sandra Milena
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 85-90
Persistent link: https://www.econbiz.de/10014247760
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2
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
3
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
4
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
5
Oil prices and stock market interplay in Dubai
Murali, Shruthi
;
Thiyagarajan, S.
;
Gopal, Naresh
- In:
International journal of management practice : IJMP
14
(
2021
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10012515034
Saved in:
6
The impact of world oil price shocks on the Canada/U.S. real exchange rate
Zhao, Jing
;
Shi, Savannah Wei
- In:
The International trade journal
32
(
2018
)
1/5
,
pp. 343-362
Persistent link: https://www.econbiz.de/10011977038
Saved in:
7
Dynamic relationships between Dubai oil price, Shanghai and KOSPI stock markets
Yim, Byung-Jin
;
Lee, Seo-Young
- In:
Journal of international trade & commerce
12
(
2016
)
4
,
pp. 211-221
Persistent link: https://www.econbiz.de/10011796318
Saved in:
8
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
9
Oil prices, exchange rates, and inflation expectations in South Africa
Sibanda, Kin
;
Hove, Progress
;
Murwirapachena, Genius
- In:
International business and economics research journal
14
(
2015
)
4
,
pp. 587-601
Persistent link: https://www.econbiz.de/10011380594
Saved in:
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