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Are Commodity Prices More Vola...
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Welt
Volatility
40,916
Volatilität
40,648
Theorie
11,298
Theory
11,024
Schätzung
9,738
Börsenkurs
9,563
Estimation
9,515
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9,424
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7,205
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7,178
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6,497
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6,425
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5,997
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5,941
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5,927
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4,938
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4,839
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4,785
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4,620
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4,177
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3,955
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3,910
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3,884
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3,850
Structural break
3,713
Strukturbruch
3,696
Rohstoffpreis
3,459
Commodity price
3,290
Ölpreis
2,681
Oil price
2,662
volatility
2,646
Risk
2,625
Risiko
2,581
Spillover-Effekt
2,395
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2,367
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2,303
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Gupta, Rangan
79
Matthies, Klaus
54
Bouri, Elie
50
McAleer, Michael
50
Pesaran, M. Hashem
33
Frankel, Jeffrey A.
28
Aizenman, Joshua
27
Diebold, Francis X.
27
Ma, Feng
27
Hammoudeh, Shawkat
26
Mohaddes, Kamiar
26
Baffes, John
25
Caporale, Guglielmo Maria
25
Tiwari, Aviral Kumar
25
Ji, Qiang
24
Wohar, Mark E.
23
Pierdzioch, Christian
22
Salisu, Afees A.
22
Jacks, David S.
21
Kang, Sang Hoon
21
Lucey, Brian M.
21
Vespignani, Joaquin
21
Wang, Yudong
21
Wei, Yu
21
Yılmaz, Kamil
21
Arezki, Rabah
20
Corbet, Shaen
20
Prokopczuk, Marcel
20
Bloom, Nicholas
19
Raissi, Mehdi
19
Bekaert, Geert
18
Chang, Chia-Lin
18
Levchenko, Andrei A.
17
Manera, Matteo
17
Mensi, Walid
17
Cashin, Paul A.
16
Gabauer, David
16
Peersman, Gert
16
Rose, Andrew
16
Schulmeister, Stephan
16
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National Bureau of Economic Research
79
Association of European Conjuncture Institutes / Working Group on Commodity Prices
16
International Monetary Fund
7
World Bank
6
UNCTAD
5
Weltbank
4
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
University of Canterbury / Dept. of Economics and Finance
3
Chambre de commerce et d'industrie de Paris
2
FAO
2
Foreign Investment Advisory Service
2
Institut für Weltwirtschaft
2
OECD
2
Organization of American States
2
Overseas Development Institute
2
UNCTAD / Secretariat
2
World Bank Group
2
Österreichisches Institut für Wirtschaftsforschung
2
Association of European Conjuncture Institutes
1
Australien / Bureau of Agricultural and Resource Economics
1
Bank für Internationalen Zahlungsausgleich
1
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Basel Committee on Banking Supervision
1
Brookings Institution
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Carnegie Rochester Conference on Public Policy <2001, 4, Rochester, NY>
1
Center for International Development
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Centre d'Observation Economique
1
Centro Studi Luca d'Agliano <Turin>
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Center on Global Energy Policy
1
Commodity Research Bureau
1
Commodity Research Bureau <Chicago, Ill.>
1
Common Fund for Commodities
1
Conference Board
1
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Energy economics
260
Finance research letters
137
International review of economics & finance : IREF
89
Journal of international money and finance
85
Applied economics
79
Economic modelling
77
NBER working paper series
77
International review of financial analysis
75
Research in international business and finance
73
NBER Working Paper
72
Working paper / National Bureau of Economic Research, Inc.
69
International Journal of Energy Economics and Policy : IJEEP
64
The North American journal of economics and finance : a journal of financial economics studies
60
IMF working papers
53
Applied economics letters
50
Working paper
48
Intereconomics : review of European economic policy
45
CESifo working papers
44
Discussion paper / Centre for Economic Policy Research
43
Journal of international financial markets, institutions & money
43
Journal of banking & finance
41
Economics letters
36
International journal of finance & economics : IJFE
36
The journal of futures markets
35
IMF working paper
34
CAMA working paper series
31
Journal of risk and financial management : JRFM
30
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
30
Discussion papers / CEPR
27
Department of Economics working paper series
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of commodity markets
23
Journal of empirical finance
23
CESifo Working Paper
22
Global finance journal
22
Pacific-Basin finance journal
22
The European journal of finance
22
International journal of forecasting
20
Policy research working paper : WPS
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
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ECONIS (ZBW)
5,927
EconStor
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RePEc
6
USB Cologne (EcoSocSci)
2
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date (oldest first)
1
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
2
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2015
Persistent link: https://www.econbiz.de/10011777147
Saved in:
3
Period specific
volatility
spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
4
Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.
;
Fraser, Iain M.
;
Sharma, Abhijit
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
Saved in:
5
A reexamination of trends in primary commodity prices
Ghoshray, Atanu
- In:
Journal of development economics
95
(
2011
)
2
,
pp. 242-251
Persistent link: https://www.econbiz.de/10009261581
Saved in:
6
Structural breaks and long-run trends in commodity prices
Leán, Javier
-
1995
Persistent link: https://www.econbiz.de/10010525879
Saved in:
7
On the prevalence of trends in primary commodity prices
Kellard, Neil
;
Wohar, Mark E.
- In:
Journal of development economics
79
(
2006
)
1
,
pp. 146-167
Persistent link: https://www.econbiz.de/10003226244
Saved in:
8
Identifying trends and breaks in primary commodity prices
Badillo, Dominique
;
Labys, Walter C.
;
Wu, Yangru
- In:
The European journal of finance
5
(
1999
)
4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001526066
Saved in:
9
Structural breaks and long-run trends in commodity prices
Léon, Javier
;
Soto, Raimundo
-
1995
Persistent link: https://www.econbiz.de/10000905090
Saved in:
10
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203009
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