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changes. We then examine how this interrelationship has evolved in Europe using data for Algeria, one of Europe’s key gas … shifts can have important macroeconomic implications for a big gas exporter such as Algeria …
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models in capturing volatility. However in a comparison, Student-t distribution outperforms the approach of correcting …
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This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities. To achieve this goal, we decompose an oil price shock to its underlying components, including macroeconomics and oil specific shocks. The applied methodology is the structural...
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