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Big fish : oil markets and speculation
Cologni, Alessandro; Scarpa, Elisa; Sitzia, Francesco … - 2015
actors. In this paper, we formulate a new theory able to describe "hedging needs" as well as the role of speculators in the … the sample February 2000 November 2014, using WTI and CFTC data. Our theory is well supported by econometric evidence. In …
Persistent link: https://www.econbiz.de/10010532119
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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The macroeconomic cost of climate volatility
Alessandri, Piergiorgio; Mumtaz, Haroon - 2021
We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2005. We show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate conditions less predictable across countries, with...
Persistent link: https://www.econbiz.de/10012608712
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Assessing credit gaps in CESEE based on levels justified by fundamentals : a comparison across different estimation approaches
Comunale, Mariarosaria; Eller, Markus; Lahnsteiner, Mathias - 2020
Persistent link: https://www.econbiz.de/10012174990
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Energy prices and the real exchange rate of commodity-exporting countries
Dauvin, Magali - 2013
evidence for the existence of "energy currencies". Relying on the estimation of panel smooth transition regression (PSTR … 1980-2011. Estimating a panel cointegrating relationship between the real exchange rate and its fundamentals, we provide …
Persistent link: https://www.econbiz.de/10010225994
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Do terms of trade drive real exchange rates? : Comparing oil and commodity currencies
Coudert, Virginie (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003796190
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Currency misalignments and growth : a new look using nonlinear panel data methods
Béreau, Sophie; López Villavicencio, Antonia; Mignon, … - 2009
Persistent link: https://www.econbiz.de/10003927279
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370477
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IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670045
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Climate change and income inequality : an empirical analysis
Mumtaz, Haroon; Theophilopoulou, Angeliki - 2023
The role of climate change on economic performance and output has been studied extensively in the empirical literature, however, its distributional effects have received little attention. This paper attempts to fill this gap by investigating whether climate shocks affect income inequality in a...
Persistent link: https://www.econbiz.de/10014455410