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The impact of commodity price...
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Theory
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Bollerslev, Tim
75
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64
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54
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45
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40
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39
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37
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34
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33
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33
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31
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28
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28
Asai, Manabu
25
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25
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25
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24
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24
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23
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23
Hautsch, Nikolaus
23
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22
Ghysels, Eric
22
Lucas, André
22
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22
Schlag, Christian
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22
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22
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21
Bauwens, Luc
21
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21
Christoffersen, Peter F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Engle, Robert F.
20
Carriero, Andrea
19
Clements, Adam
19
Devereux, Michael B.
19
Giglio, Stefano
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Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
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NBER working paper series
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184
NBER Working Paper
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Journal of econometrics
130
Journal of banking & finance
113
Finance research letters
97
Discussion paper / Centre for Economic Policy Research
92
Economics letters
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Journal of empirical finance
86
Economic modelling
84
Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of financial economics
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Journal of international money and finance
79
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International journal of forecasting
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International journal of theoretical and applied finance
77
Energy economics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Applied economics
71
International review of financial analysis
63
International review of economics & finance : IREF
62
The European journal of finance
61
The review of financial studies
60
Journal of forecasting
56
Journal of monetary economics
54
Econometric reviews
52
Applied economics letters
51
IMF working papers
50
Quantitative finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
49
Computational economics
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Macroeconomic dynamics
43
Finance and stochastics
42
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ECONIS (ZBW)
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date (oldest first)
1
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price
volatility
: novel evidence for the US economy
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of financial analysis
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
Saved in:
2
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
3
Does the
volatility
of commodity prices reflect macroeconomic uncertainty?
Joëts, Marc
;
Mignon, Valérie
;
Razafindrabe, Tovonony
-
2015
Persistent link: https://www.econbiz.de/10011300954
Saved in:
4
Learning and price
volatility
in duopoly models of resource depletion
Ellison, Martin
;
Scott, Andrew
- In:
Journal of monetary economics
60
(
2013
)
7
,
pp. 806-820
Persistent link: https://www.econbiz.de/10010253065
Saved in:
5
Macroeconomic uncertainty : does it matter for commodity prices?
Yin, Libo
;
Han, Liyan
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 711-716
Persistent link: https://www.econbiz.de/10010416340
Saved in:
6
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
Saved in:
7
Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong
;
Zhang, Bing
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economics letters
127
(
2015
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
Saved in:
8
The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties
Ben Haddad, Hedi
;
Mezghani, Imed
;
Gouider, Abdessalem
- In:
Economies : open access journal
9
(
2021
)
2
,
pp. 1-22
commodity price uncertainties are proven to be leading indicators of uncertainty rather than
volatility
in commodity markets. In …
Persistent link: https://www.econbiz.de/10012548331
Saved in:
9
Commodity prices, tax purpose recognition and bitcoin
volatility
: using ARCH/GARCH modeling
Jalal, Raja Nabeel-Ud-Din
;
Sargiacomo, Massimo
;
Sahar, …
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
11
,
pp. 251-257
Persistent link: https://www.econbiz.de/10012671677
Saved in:
10
The effects of uncertainty measures on commodity prices from a time-varying perspective
Huang, Jianbai
;
Li, Yingli
;
Zhang, Hongwei
;
Chen, Jinyu
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 100-114
Persistent link: https://www.econbiz.de/10012627764
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