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1
Value at risk and expected shortfall estimation for Mexico's isthmus crude oil using long-memory GARCH-EVT combined approaches
Gutiérrez, Raúl de Jesús
;
Gutiérrez, Lidia E. Carvajal
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 467-480
Persistent link: https://www.econbiz.de/10014373513
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2
Do global crude oil market shocks have differential effects on US regions?
Atems, Bebonchu
;
Melichar, Mark
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1978-2008
Persistent link: https://www.econbiz.de/10012127258
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3
Co-movements between crude oil and food prices : a post-commodity boom perspective
Lucotte, Yannick
- In:
Economics letters
147
(
2016
),
pp. 142-147
Persistent link: https://www.econbiz.de/10011619569
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4
Spillovers between non-commercial traders' activity and spot prices? : analysis of the financialization mechanism in the crude oil market
Focacci, Antonio
- In:
China finance review international
13
(
2023
)
2
,
pp. 157-182
Persistent link: https://www.econbiz.de/10014312259
Saved in:
5
External shocks and inflationary pressures in argentina : a post-Keynesian-structuralist empirical approach
Montes-Rojas, Gabriel
;
Toledo, Fernando
- In:
Review of political economy
34
(
2022
)
4
,
pp. 789-806
Persistent link: https://www.econbiz.de/10013411493
Saved in:
6
Crises, crude oil and BRIC stock markets
Ntanelov, Valeri
;
Dora, Manoj
;
Gellynck, Xavier
;
Van …
- In:
International journal of business and emerging markets …
5
(
2013
)
4
,
pp. 304-321
Persistent link: https://www.econbiz.de/10010229449
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7
Testing cointegration and market power in the American crude oil industry
Lakuma, Corti Eliab Paul
- In:
International journal of economics and finance
5
(
2013
)
12
,
pp. 163-182
Persistent link: https://www.econbiz.de/10010229667
Saved in:
8
Dynamic adjustment of crude oil price spreads
Ghoshray, Atanu
;
Trifonova, Tatiana
- In:
The energy journal
35
(
2014
)
1
,
pp. 119-136
Persistent link: https://www.econbiz.de/10010246062
Saved in:
9
Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices
Bouri, Elie I.
- In:
Journal of wine economics
8
(
2013
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10010197168
Saved in:
10
Modeling energy prices with a Markov-switching dynamic regression model : 2005-2015
Galyfianakis, Georgios
;
Drimbetas, Evagelos
; …
- In:
Bulletin of applied economics
3
(
2016
)
1
,
pp. 11-28
Persistent link: https://www.econbiz.de/10011539401
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