Similar Search Results

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - 2015

Persistent link: https://www.econbiz.de/10011300954

Does euro or dollar pegging impact the real exchange rate? : the case of oil and commodity currencies

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: The world economy : the leading journal on … 34 (2011) 9, pp. 1557-1592

Persistent link: https://www.econbiz.de/10009384186

On the impact of volatility on the real exchange rate : terms of trade nexus : revisiting commodity currencies

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: Journal of international money and finance 58 (2015), pp. 110-127

Persistent link: https://www.econbiz.de/10011478245

Does the Volatility of Commodity Prices Reflect Macroeconomic Uncertainty?

Joets, Marc - 2016

While there exists numerous studies on the macroeconomic effects of oil and commodity shocks, the literature is quite silent on the impact of macroeconomic uncertainty on oil and commodity prices and, especially, on their volatility. This paper tackles this issue through the estimation of a...

Persistent link: https://www.econbiz.de/10012979596

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - 2016

Persistent link: https://www.econbiz.de/10011646834

Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - In: Energy economics 68 (2017), pp. 313-326

Persistent link: https://www.econbiz.de/10011905737

On the volatility of commodity futures prices

Clewlow, Les; Kang, Boda; Nikitopoulos, Christina Sklibosios - In: Nonlinear economic dynamics and financial modelling : …, (pp. 315-334). 2014

Persistent link: https://www.econbiz.de/10011286579

Humps in the volatility structure of the crude oil futures market : new evidence

Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000

Persistent link: https://www.econbiz.de/10010355994

Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?

Bühler, Wolfgang; Korn, Olaf - 1998

Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...

Persistent link: https://www.econbiz.de/10011441448

Humps in the volatility structure of the crude oil futures market

Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - 2012

Persistent link: https://www.econbiz.de/10009564452