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~person:"Al-Titi, Omar"
~person:"Belke, Ansgar"
~person:"Frankel, Jeffrey A."
~person:"Gupta, Rangan"
~person:"Prokopczuk, Marcel"
~person:"Tse, Yiuman"
~subject:"Bubbles"
~subject:"Börsenkurs"
~subject:"Convergence criteria"
~subject:"World"
~subject:"Ölpreis"
~type:"article"
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Al-Titi, Omar
Belke, Ansgar
Frankel, Jeffrey A.
Gupta, Rangan
Prokopczuk, Marcel
Tse, Yiuman
Matthies, Klaus
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Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
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2
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
3
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
4
The economic drivers of commodity market volatility
Prokopczuk, Marcel
;
Stancu, Andrei
;
Symeonidis, Lazaros
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
Saved in:
5
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
6
The effect of monetary policy on real commodity prices
Frankel, Jeffrey A.
- In:
Asset prices and monetary policy
,
(pp. 291-327)
.
2008
Persistent link: https://www.econbiz.de/10003780847
Saved in:
7
Determinants of agricultural and mineral commodity prices
Frankel, Jeffrey A.
;
Rose, Andrew
- In:
Inflation in an era of relative price shocks : …
,
(pp. 9-59)
.
2010
Persistent link: https://www.econbiz.de/10008732091
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8
Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 916-938
Persistent link: https://www.econbiz.de/10011392701
Saved in:
9
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
10
The natural resource curse : a survey of diagnoses and some prescriptions
Frankel, Jeffrey A.
- In:
Commodity price volatility and inclusive growth in …
,
(pp. 7-34)
.
2012
Persistent link: https://www.econbiz.de/10009744419
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