-
1
-
-
35448957152
-
Oil spills on other commodities
-
Baffes J. Oil spills on other commodities. Resources Policy 2007, 32:126-134.
-
(2007)
Resources Policy
, vol.32
, pp. 126-134
-
-
Baffes, J.1
-
2
-
-
84982200518
-
Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
-
Baur D.G., Lucey B.M. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. Financial Review 2010, 45:217-229.
-
(2010)
Financial Review
, vol.45
, pp. 217-229
-
-
Baur, D.G.1
Lucey, B.M.2
-
4
-
-
71349083976
-
Gold prices, cost of carry, and expected inflation
-
Blose L.E. Gold prices, cost of carry, and expected inflation. Journal of Economics and Business 2010, 62(1):35-47.
-
(2010)
Journal of Economics and Business
, vol.62
, Issue.1
, pp. 35-47
-
-
Blose, L.E.1
-
5
-
-
52049123294
-
Short term forecasting of electricity prices for MISO hubs: evidence from ARIMA-EGARCH models
-
Bowden N., Payne J.E. Short term forecasting of electricity prices for MISO hubs: evidence from ARIMA-EGARCH models. Energy Economics 2008, 30:3186-3197.
-
(2008)
Energy Economics
, vol.30
, pp. 3186-3197
-
-
Bowden, N.1
Payne, J.E.2
-
6
-
-
0346125288
-
Dependence structures for multivariate high-frequency data in finance
-
Breymann W., Dias A., Embrechts P. Dependence structures for multivariate high-frequency data in finance. Quantitative Finance 2001, 3:1-16.
-
(2001)
Quantitative Finance
, vol.3
, pp. 1-16
-
-
Breymann, W.1
Dias, A.2
Embrechts, P.3
-
7
-
-
23944447342
-
Gold as a hedge against the dollar
-
Capie F., Mills T.C., Wood G. Gold as a hedge against the dollar. Journal of International Financial Markets, Institutions and Money 2005, 15:343-352.
-
(2005)
Journal of International Financial Markets, Institutions and Money
, vol.15
, pp. 343-352
-
-
Capie, F.1
Mills, T.C.2
Wood, G.3
-
8
-
-
33748595542
-
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
-
Chen X., Fan Y. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Journal of Econometrics 2006, 135:125-154.
-
(2006)
Journal of Econometrics
, vol.135
, pp. 125-154
-
-
Chen, X.1
Fan, Y.2
-
9
-
-
84978555290
-
Gold as an inflation hedge: a comparative study of six major industrial countries
-
Chua J., Woodward R.S. Gold as an inflation hedge: a comparative study of six major industrial countries. Journal of Business Finance and Accounting 1982, 9(2):191-197.
-
(1982)
Journal of Business Finance and Accounting
, vol.9
, Issue.2
, pp. 191-197
-
-
Chua, J.1
Woodward, R.S.2
-
10
-
-
0002320996
-
Caractérisation compléte des lois extrĉmes multivariĉes et de la convergence des types extrĉmes. Publ. Inst. Statist
-
Deheuvels P. Caractérisation compléte des lois extrĉmes multivariĉes et de la convergence des types extrĉmes. Publ. Inst. Statist. Publications de l'Institut de Statistique de l'Université de Paris 1978, 23:1-36.
-
(1978)
Publications de l'Institut de Statistique de l'Université de Paris
, vol.23
, pp. 1-36
-
-
Deheuvels, P.1
-
11
-
-
0347623647
-
Evaluating density forecasts with applications to financial risk management
-
Diebold F.X., Gunther T.A., Tay A.S. Evaluating density forecasts with applications to financial risk management. International Economic Review 1998, 39(4):863-883.
-
(1998)
International Economic Review
, vol.39
, Issue.4
, pp. 863-883
-
-
Diebold, F.X.1
Gunther, T.A.2
Tay, A.S.3
-
13
-
-
84992973464
-
Gold as an inflation hedge?
-
Ghosh D., Levin E.J., Macmillan P., Wright R.E. Gold as an inflation hedge?. Studies in Economics and Finance 2004, 22:1-25.
-
(2004)
Studies in Economics and Finance
, vol.22
, pp. 1-25
-
-
Ghosh, D.1
Levin, E.J.2
Macmillan, P.3
Wright, R.E.4
-
14
-
-
84993601065
-
On the relation between the expected value and the volatility of the normal excess return on stocks
-
Glosten L.R., Jaganathan R., Runkle D. On the relation between the expected value and the volatility of the normal excess return on stocks. Journal of Finance 1993, 48:1779-1801.
-
(1993)
Journal of Finance
, vol.48
, pp. 1779-1801
-
-
Glosten, L.R.1
Jaganathan, R.2
Runkle, D.3
-
15
-
-
37349076280
-
Metal volatility in presence of oil and interest rate shocks
-
Hammoudeh S., Yuan Y. Metal volatility in presence of oil and interest rate shocks. Energy Economics 2008, 30:606-620.
-
(2008)
Energy Economics
, vol.30
, pp. 606-620
-
-
Hammoudeh, S.1
Yuan, Y.2
-
16
-
-
0036000684
-
Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime
-
Hooker M.A. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. Journal of Money Credit and Banking 2002, 34:540-561.
-
(2002)
Journal of Money Credit and Banking
, vol.34
, pp. 540-561
-
-
Hooker, M.A.1
-
17
-
-
33749656206
-
Oil price shocks and the US stagflation of the 1970s: some insights from GEM
-
Hunt B. Oil price shocks and the US stagflation of the 1970s: some insights from GEM. Energy Journal 2006, 27:61-80.
-
(2006)
Energy Journal
, vol.27
, pp. 61-80
-
-
Hunt, B.1
-
18
-
-
0012639601
-
Gold and gold stocks as investments for institutional portfolios
-
Jaffe J.F. Gold and gold stocks as investments for institutional portfolios. Financial Analysts Journal 1989, 45:53-59.
-
(1989)
Financial Analysts Journal
, vol.45
, pp. 53-59
-
-
Jaffe, J.F.1
-
21
-
-
80052398750
-
Gold and the US dollar, hedge or haven?
-
Joy M. Gold and the US dollar, hedge or haven?. Finance Research Letters 2011, 8:120-131.
-
(2011)
Finance Research Letters
, vol.8
, pp. 120-131
-
-
Joy, M.1
-
24
-
-
84978587130
-
South African political unrest, oil prices, and the time varying risk premium in the fold futures market
-
Melvin M., Sultan J. South African political unrest, oil prices, and the time varying risk premium in the fold futures market. Journal of Futures Markets 1990, 10:103-111.
-
(1990)
Journal of Futures Markets
, vol.10
, pp. 103-111
-
-
Melvin, M.1
Sultan, J.2
-
25
-
-
77956735397
-
International evidence on crude oil price dynamics, Applications of ARIMA-GARCH models
-
Mohammadi H., Su L. International evidence on crude oil price dynamics, Applications of ARIMA-GARCH models. Energy Economics 2010, 32(5):1001-1008.
-
(2010)
Energy Economics
, vol.32
, Issue.5
, pp. 1001-1008
-
-
Mohammadi, H.1
Su, L.2
-
26
-
-
77954027878
-
Gold and oil futures markets, are markets efficient?
-
Narayan P.K., Narayan S., Zheng X. Gold and oil futures markets, are markets efficient?. Applied Energy 2010, 87:3299-3303.
-
(2010)
Applied Energy
, vol.87
, pp. 3299-3303
-
-
Narayan, P.K.1
Narayan, S.2
Zheng, X.3
-
28
-
-
33645716201
-
Modelling asymmetric exchange rate dependence
-
Patton A.J. Modelling asymmetric exchange rate dependence. International Economic Review 2006, 47(2):527-556.
-
(2006)
International Economic Review
, vol.47
, Issue.2
, pp. 527-556
-
-
Patton, A.J.1
-
29
-
-
3543039316
-
Extreme value dependence in financial markets, diagnostics, models, and financial implications
-
Poon S., Rockinger M., Tawn J. Extreme value dependence in financial markets, diagnostics, models, and financial implications. Review of Financial Studies 2004, 17:581-610.
-
(2004)
Review of Financial Studies
, vol.17
, pp. 581-610
-
-
Poon, S.1
Rockinger, M.2
Tawn, J.3
-
30
-
-
78649404594
-
Nonlinear effects of oil shocks on stock returns: a Markov switching approach
-
Reboredo J.C. Nonlinear effects of oil shocks on stock returns: a Markov switching approach. Applied Economics 2010, 42(29):3735-3744.
-
(2010)
Applied Economics
, vol.42
, Issue.29
, pp. 3735-3744
-
-
Reboredo, J.C.1
-
31
-
-
79961034498
-
How do crude oil prices co-move? A copula approach
-
Reboredo J.C. How do crude oil prices co-move? A copula approach. Energy Economics 2011, 33:948-955.
-
(2011)
Energy Economics
, vol.33
, pp. 948-955
-
-
Reboredo, J.C.1
-
32
-
-
84860210823
-
Modelling oil price and exchange rate co-movements
-
Reboredo J.C. Modelling oil price and exchange rate co-movements. Journal of Policy Modeling 2012, 34(3):419-440.
-
(2012)
Journal of Policy Modeling
, vol.34
, Issue.3
, pp. 419-440
-
-
Reboredo, J.C.1
-
33
-
-
84865581100
-
Do food and oil prices co-move?
-
Reboredo J.C. Do food and oil prices co-move?. Energy Policy 2012, 49:456-467.
-
(2012)
Energy Policy
, vol.49
, pp. 456-467
-
-
Reboredo, J.C.1
-
34
-
-
34247183283
-
Measuring financial contagion: a copula approach
-
Rodriguez J.C. Measuring financial contagion: a copula approach. Journal of Empirical Finance 2007, 14:401-423.
-
(2007)
Journal of Empirical Finance
, vol.14
, pp. 401-423
-
-
Rodriguez, J.C.1
-
35
-
-
74249107418
-
Dynamics of oil price, precious metal prices, and exchange rate
-
Sari R., Hammoudeh S., Soytas U. Dynamics of oil price, precious metal prices, and exchange rate. Energy Economics 2010, 32:351-362.
-
(2010)
Energy Economics
, vol.32
, pp. 351-362
-
-
Sari, R.1
Hammoudeh, S.2
Soytas, U.3
-
37
-
-
71549150871
-
World oil prices, precious metal prices and macroeconomy in Turkey
-
Soytas U., Sari R., Hammoudeh S., Hacihasanoglu E. World oil prices, precious metal prices and macroeconomy in Turkey. Energy Policy 2009, 37:5557-5566.
-
(2009)
Energy Policy
, vol.37
, pp. 5557-5566
-
-
Soytas, U.1
Sari, R.2
Hammoudeh, S.3
Hacihasanoglu, E.4
-
38
-
-
0035605776
-
Extreme observations and diversification in Latin American emerging equity markets
-
Susmel R. Extreme observations and diversification in Latin American emerging equity markets. Journal of International Money and Finance 2001, 20:971-986.
-
(2001)
Journal of International Money and Finance
, vol.20
, pp. 971-986
-
-
Susmel, R.1
-
40
-
-
34547293430
-
Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks
-
Worthington A.C., Pahlavani M. Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. Applied Financial Economics Letters 2007, 3:259-262.
-
(2007)
Applied Financial Economics Letters
, vol.3
, pp. 259-262
-
-
Worthington, A.C.1
Pahlavani, M.2
-
42
-
-
77955511933
-
The crude oil market and the gold market: evidence for cointegration causality and price discovery
-
Zhang Y.J., Wei Y.M. The crude oil market and the gold market: evidence for cointegration causality and price discovery. Resources Policy 2010, 35:168-177.
-
(2010)
Resources Policy
, vol.35
, pp. 168-177
-
-
Zhang, Y.J.1
Wei, Y.M.2
|