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China and the relationship between the oil price and the dollar /Agnès Bénassy-Quéré, Valérie Mignon & Alexis Penot
Bénassy-Quéré, Agnès (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003181826
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Reassessing the empirical relationship between the oil price and the dollar
Coudert, Virginie; Mignon, Valérie - 2015
Persistent link: https://www.econbiz.de/10011414214
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On the impact of dollar movements on oil currencies
Gomes, Gabriel - 2016
Persistent link: https://www.econbiz.de/10011507277
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Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics
Neely, Christopher J. (contributor);  … - 2001 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941461
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012221928
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Modelling the global price of oil : is there any role for the oil futures-spot spread?
Valenti, Daniele - 2018
In this work, we propose an analysis of the global market for crude oil based on a revised version of the Structural Vector Autoregressive (SVAR) model introduced by Kilian and Murphy (2014). On this respect, we replace the global proxy for above-ground crude oil inventories with the oil...
Persistent link: https://www.econbiz.de/10011794647
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Global oil price swings : has their effect on Malta changed over time?
Ruisi, Germano - 2023
volatility to estimate the changing spillover of global oil shocks into the Maltese economy during the period that goes from …
Persistent link: https://www.econbiz.de/10014380679
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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A weekly structural VAR model of the US crude oil market
Valenti, Daniele; Bastianin, Andrea; Manera, Matteo - 2022
We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia's invasion of Ukraine. The model is set identified with a...
Persistent link: https://www.econbiz.de/10013254444
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Causality, connectedness, and volatility pass-through among energy-metal-stock-carbon markets : new evidence from the EU
Pakrooh, Parisa; Manera, Matteo - 2024
volatility transmission from Brent Oil, UK Natural Gas, Rotterdam Coal, Gold, Silver, Copper, and EuroStoxx600 future prices to … models, and Time-Varying parameter Vector Auto Regressive models with Stochastic Volatility with the use of a comprehensive … markets significantly influencing volatility in EUA prices. The time-varying spillover effect is most pronounced with a one …
Persistent link: https://www.econbiz.de/10014634608