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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices

Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016

This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing … cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which … vary according to whether they are in low or high volatility regimes. …

Persistent link: https://www.econbiz.de/10011479769

Pricing options by simulation using realized volatility

Allen, David E.; McAleer, Michael; Scharth, Marcel - 2009

Persistent link: https://www.econbiz.de/10003869596

A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices

Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - In: Applied economics 50 (2018) 7, pp. 804-823

Persistent link: https://www.econbiz.de/10011847174

Employment effects of publicly financed training programs : the East German experience

Kraus, Florian; Puhani, Patrick A.; Steiner, Viktor - 1997

We analyze the effectiveness of publicly financed training and retraining programs in east Germany as measured by their …

Persistent link: https://www.econbiz.de/10011441000

Wage rigidities in Western Germany? : microeconometric evidence from the 1990s

Puhani, Patrick A. - 2001

This paper investigates whether and in what sense the west German wage structure has been "rigid" in the 1990s. To test the hypothesis that a rigid wage structure has been responsible for rising low-skilled unemployment, I propose a methodology which makes less restrictive identifying...

Persistent link: https://www.econbiz.de/10011403026