|
已选(0)清除
条数/页： 排序方式： |
| DP10651 A Model of Financialization of Commodities 智库出版物
2015
作者: Suleyman Basak; Anna Pavlova
  收藏 | 浏览/下载：5/0 | 提交时间：2022/09/22
Asset class Asset pricing Commodities Futures Indexing Institutions Money management Spot prices |
| Productivity, pricing power, and exports 智库出版物
2014
作者: Atsuyuki Kato
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Futures Expectations Trading Risk premia Asset prices Oil Oil prices Forecasting |
| DP9118 What Central Bankers Need to Know about Forecasting Oil Prices 智库出版物
2012
作者: Lutz Kilian; Christiane Baumeister
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Central banks Forecasting methods Oil futures prices Out-of-sample forecast Quarterly horizon Real price of oil Real-time data Var |
| Oil Price Forecast Evaluation with Flexible Loss Functions 智库出版物
2011
作者: Andrea Bastianin; Matteo Manera; Anil Markandya; Elisa Scarpa
JPEG(71Kb) | 收藏 | 浏览/下载：6/0 | 提交时间：2019/06/14
Oil Price WTI Spot and Futures Prices Forecasting Econometric Models |
| Reinforcing Feedbacks, Time Spreads and Oil Prices 智库出版物
2009
作者: Bassam Fattouh
Adobe PDF(285Kb) | 收藏 | 浏览/下载：5/0 | 提交时间：2019/11/08
Backwardation Brent Contango Cushing Inventories Oil Futures Markets Oil Prices OPEC Price Reinforcing Dynamics Theory of Storage Variability WTI |
| OPEC Policy and Oil Prices: Long Term Issues versus Short Term Management of the Market 智库出版物
2009
作者: Bassam Fattouh
Adobe PDF(646Kb) | 收藏 | 浏览/下载：4/0 | 提交时间：2019/11/08
Diversification Futures Market MENA Oil Markets Oil Prices OPEC Price Cycles Price Shock Saudi Arabia Venezuela |
| Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting 智库出版物
2007
作者: Matteo Manera; Chiara Longo; Anil Markandya; Elisa Scarpa
Adobe PDF(345Kb) | 收藏 | 浏览/下载：2/0 | 提交时间：2019/06/14
Oil Price,WTI Spot And Futures Prices,Forecasting,Econometric Models |
| Contango Lessons 智库出版物
2006
作者: Bassam Fattouh
Adobe PDF(227Kb) | 收藏 | 浏览/下载：4/0 | 提交时间：2019/11/08
Backwardation Contango Futures Prices Oil Markets Oil Prices Peak Oil Spot Prices WTI Forward Curve |
| Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants 智库出版物
2004
作者: Matteo Manera; Massimo Giovannini; Margherita Grasso; Alessandro Lanza
Adobe PDF(371Kb) | 收藏 | 浏览/下载：3/0 | 提交时间：2019/06/14
Constant conditional correlations,Dynamic conditional correlations,Multivariate GARCH models,Stock price indexes,Brent oil prices,Spot and futures prices,Multivariate cointegration,VECM |
