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~person:"Al-Titi, Omar"
~person:"Belke, Ansgar"
~person:"Frankel, Jeffrey A."
~person:"Prokopczuk, Marcel"
~person:"Triantafyllou, Athanasios"
~subject:"Bubbles"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Convergence criteria"
~subject:"Preis"
~subject:"World"
~subject:"Ölpreis"
~type:"article"
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Al-Titi, Omar
Belke, Ansgar
Frankel, Jeffrey A.
Prokopczuk, Marcel
Triantafyllou, Athanasios
Matthies, Klaus
32
Ma, Feng
29
Irwin, Scott H.
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2
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Commodity price volatility and inclusive growth in low-income countries
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Inflation in an era of relative price shocks : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 17 - 18 August 2009
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1
Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios
;
Triantafyllou, Athanasios
- In:
Energy economics
81
(
2019
),
pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
Saved in:
7
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:
8
Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar
;
Bordon, Ingo D.
;
Hendricks, Torben
- In:
Applied financial economics
20
(
2010
)
1/3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003936012
Saved in:
9
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
Saved in:
10
Expectations and commodity price dynamics : the overshooting model
Frankel, Jeffrey A.
- In:
American journal of agricultural economics
68
(
1986
)
2
,
pp. 344-348
Persistent link: https://www.econbiz.de/10003552149
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