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| Investment-Uncertainty Relationship in the Oil and Gas Industry 智库出版物
2018
作者: Maryam Ahmadi; Matteo Manera; and Mehdi Sadeghzadeh
 JPEG(83Kb) |  收藏 | 浏览/下载：3/0 | 提交时间：2019/06/14
Oil Market Investment Uncertainty SVAR-GARCH |
| Understanding Dynamic Conditional Correlations between Commodities Futures Markets 智库出版物
2016
作者: Niaz Bashiri Behmiri; Matteo Manera; Marcella Nicolini
JPEG(71Kb) | 收藏 | 浏览/下载：4/0 | 提交时间：2019/06/14
Multivariate GARCH Dynamic Conditional Correlations Future Markets Commodities |
| Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation 智库出版物
2013
作者: Matteo Manera; Marcella Nicolini; Ilaria Vignati
JPEG(71Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/14
Commodities Futures Markets Speculation Scalping Working’s T Data Frequency GARCH Models |
| Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach 智库出版物
2012
作者: Matteo Manera; Marcella Nicolini; Ilaria Vignati
JPEG(71Kb) | 收藏 | 浏览/下载：4/0 | 提交时间：2019/06/14
Energy Commodities Futures Markets Financial Speculation Multivariate GARCH |
| On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 智库出版物
2009
作者: Julien Chevallier; Benoît Sévi
JPEG(71Kb) | 收藏 | 浏览/下载：2/0 | 提交时间：2019/06/14
CO2 Price Realized Volatility HAR-RV GARCH Futures Trading Emissions Markets EU ETS Intraday data Forecasting |
| Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal 智库出版物
2008
作者: Matteo Manera; Massimiliano Serati; Michele Plotegher
Adobe PDF(474Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/14
Electricity Spot Prices,Autoregressive Models,GARCH Models,Regime Switching Models,Dynamic Factor Models |
| DP4948 Monetary Policy with Single Instrument Feedback Rules 智库出版物
2005
作者: Isabel Correia; Pedro Teles; Bernardino Adão
收藏 | 浏览/下载：6/0 | 提交时间：2022/09/22
Option pricing Loss functions Estimation risk Garch Implied volatility |
| 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：2/0 | 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 |
| DP4100 Growth Strategies 智库出版物
2003
作者: Dani Rodrik
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Consumption-based asset pricing Habit persistence Recursive utility Idiosyncratic risk Multivariate garch |
| DP4102 The European Phillips Curve: Does the NAIRU Exist? 智库出版物
2003
作者: Dennis Snower; Marika Karanassou; Hector Sala
收藏 | 浏览/下载：4/0 | 提交时间：2022/09/22
Equity risk premium Stochastic discount factor model Consumption capm Multivariate garch with no-arbitrage Epstein-zin model |
