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ECONIS (ZBW)
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1
Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices
Shah, Paresh
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
3
,
pp. 174-185
Persistent link: https://www.econbiz.de/10011543236
Saved in:
2
Information arrival between price change and trading volume in crude palm oil futures market : a non-linear approach
Go, You-How
;
Lau, Wee-Yeap
- In:
Journal of Asian finance, economics and business : JAFEB
3
(
2016
)
3
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011689555
Saved in:
3
Identification of the direction of a causal effect by instrumental variables
Kline, Brendan
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 176-184
Persistent link: https://www.econbiz.de/10011691260
Saved in:
4
Oil prices and the value of US dollar : theoretical investigation and empirical evidence
Obadi, Saleh Mothana
;
Othmanová, Soňa
- In:
Ekonomický časopis : časopis pre ekonomickú …
60
(
2012
)
8
,
pp. 771-790
Persistent link: https://www.econbiz.de/10010189992
Saved in:
5
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2016
has implications for the
estimation
of economic models of energy-intensive durables, for oil price forecasting, and for …
Persistent link: https://www.econbiz.de/10011434566
Saved in:
6
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
alternatives and more economically plausible. We discuss implications of our analysis for the
estimation
of economic models of …
Persistent link: https://www.econbiz.de/10010409922
Saved in:
7
Causal relationship between spot and futures prices with multiple time horizons : a
nonparametric
wavelet Granger causality test
Torun, Erdost
;
Chang, Tzu-pu
;
Chou, Ray Yeutien
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012543339
Saved in:
8
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2016
has implications for the
estimation
of economic models of energy-intensive durables, for oil price forecasting and for the …
Persistent link: https://www.econbiz.de/10011452269
Saved in:
9
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
10
Bewertung und Hedging von Terminkontrakten auf Mineralöl
Korn, Olaf
-
2000
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001446924
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