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ECONIS (ZBW)
693
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1
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
2
Sharing model uncertainty
Hara, Chiaki
;
Mukerji, Sujoy
;
Riedel, Frank
;
Tallon, …
-
2024
Persistent link: https://www.econbiz.de/10014537225
Saved in:
3
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
4
Attention and fluctuations in macroeconomic uncertainty
Chiang, Yu-Ting
-
2022
Persistent link: https://www.econbiz.de/10013166966
Saved in:
5
Heterogeneous beliefs, regret, and uncertainty : the role of speculation in energy price dynamics
Joe͏̈ts, Marc
-
2013
This paper proposes to investigate the impact of financialization on energy markets (oil, gas, coal and electricity European forward prices) during both normal times and extreme fluctuation periods through an original behavioral and emotional approach. To this aim, we propose a new theoretical...
Persistent link: https://www.econbiz.de/10009737191
Saved in:
6
Ambiguity and the historical equity premium
Collard, Fabrice
;
Mukerji, Sujoy
;
Sheppard, Kevin
; …
-
2017
dividends next period as ambiguous. We calibrate the agent's ambiguity aversion to match only the first moment of the
risk
…
Persistent link: https://www.econbiz.de/10011756113
Saved in:
7
Export decision under
risk
Sousa, José de
;
Disdier, Anne-Célia
;
Gaigné, Carl
-
2019
Persistent link: https://www.econbiz.de/10012234761
Saved in:
8
Uncertainty diffusion across commodity markets
Minlend, Jacques
;
Cadoret, Isabelle
;
Razafindrabe, Tovonony
-
2021
-
This version: July 2021
Persistent link: https://www.econbiz.de/10013365584
Saved in:
9
Residual
risk
revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
Saved in:
10
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
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