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Econometric Modeling: Commodity Markets eJournal
121,118 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 1,364
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Incl. Electronic Paper Commodity Option Implied Volatilities and the Expected Futures Returns
Lin Gao
Luxembourg School of Finance
Date Posted: March 24, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Drilling and Debt
Erik Gilje, Elena Loutskina and Daniel Patrick Murphy
University of Pennsylvania - The Wharton School, University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Date Posted: March 24, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Fracking and Mortgage Default
Chris Cunningham, Kristopher Gerardi and Lily Shen
Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta and Clemson University
Date Posted: March 23, 2017
Working Paper Series
3 downloads

Where Do Jobs Go When Oil Prices Drop?
Energy Economics, Forthcoming
Sandeep Kumar Rangaraju, Ana Maria Herrera and Mohamad Badih Karaki
Weber State University (WSU) - Goddard School of Business and Economics, University of Kentucky - Gatton College of Business and Economics and Oakland University - School of Business Administration
Date Posted: March 23, 2017
Accepted Paper Series

Incl. Electronic Paper Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies
Shubhasis Dey and Aravind Sampath
Indian Institute of Management, Kozhikode, India and Indian Institute of Management (IIM), Kozhikode
Date Posted: March 22, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets
Journal of Futures Markets, Forthcoming
Johan Bjursell, George H. K. Wang and Hui Zheng
Credit Suisse AG, George Mason University - Finance Area and Discipline of Finance, The University of Sydney
Date Posted: March 21, 2017
Accepted Paper Series
32 downloads

Incl. Electronic Paper Carbon Auctions, Energy Markets and Market Power: An Experimental Analysis
Noah Dormady
Ohio State University (OSU) - John Glenn School of Public Affairs
Date Posted: March 21, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Cointegration and Nonlinear Causality Amongst Gold, Oil, and the Indian Stock Market: Evidence from Implied Volatility Indices
Resources Policy, Forthcoming
Elie Bouri, Anshul Jain, Pratap Chandra Biswal and David Roubaud
Université Saint Esprit de Kaslik (USEK), Management Development Institute, Management Development Institute (MDI) and Montpellier Business School
Date Posted: March 20, 2017
Accepted Paper Series
19 downloads

Incl. Fee Electronic Paper Local Food Prices and International Price Transmission
CEPR Discussion Paper No. DP11912
Eddy Bekkers, Martina Brockmeier, Joseph F. Francois and Fan Yang
Erasmus University Rotterdam (EUR), University of Hohenheim, University of Bern - Department of Economics and University of Hohenheim
Date Posted: March 20, 2017
Working Paper Series

Incl. Electronic Paper Predictability of Financialization and Co-Movement in Commodity Market: What Is the Role of Technical Indicators
Libo Yin, Qingyuan Yang and Zhi Su
Central University of Finance and Economics, Tianjin University - College of Management and Economics and Central University of Finance and Economics (CUFE)
Date Posted: March 20, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Predicting the Oil Prices: Do Technical Indicators Help?
Energy Economics, Vol. 56, March 2016
Libo Yin and Qingyuan Yang
Central University of Finance and Economics and Tianjin University - College of Management and Economics
Date Posted: March 20, 2017
Last Revised: March 24, 2017
Accepted Paper Series

Incl. Electronic Paper The Role of Cointegration for Optimal Hedging with Heteroscedastic Error Term
Lukasz Gatarek and Soren Johansen
European Central Bank (ECB) - Directorate General Statistics and University of Copenhagen - Department of Economics
Date Posted: March 15, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Relationship among Energy, Bioenergy, and Agricultural Commodity Prices: Re-Considering Structural Changes
Prepared for Presentation at the Southern Agricultural Economics Association's 2016 Annual Meeting, San Antonio, Texas, February 6-9, 2016
Mehdi Nemati
University of Kentucky - College of Agriculture - Department of Agricultural Economics
Date Posted: March 15, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Commodity Connectedness
PIER Working Paper No. 17-003
Francis X. Diebold, Laura Liu and Kamil Yilmaz
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and Koc University
Date Posted: March 13, 2017
Working Paper Series
139 downloads

Incl. Electronic Paper Auction Schemes, Bidding Strategies and the Cost-Optimal Level of Promoting Renewable Electricity in Germany
FCN Working Paper No. 19/2015
Andreas Voss and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: March 11, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Identifying Speculative Demand Shocks in Commodity Futures Markets Through Changes in Volatility
DIW Berlin Discussion Paper No. 1646
Michael Hachula and Malte Rieth
Freie Universitat Berlin and German Institute for Economic Research (DIW Berlin)
Date Posted: March 10, 2017
Accepted Paper Series
40 downloads

Incl. Electronic Paper Modelling Realized Volatility in Electricity Spot Prices: New Insights and Application to the Japanese Electricity Market
ISER Discussion Paper No. 991
Aitor Ciarreta, Peru Muniain and Ainhoa Zarraga Alonso
Universidad del Pais Vasco, Universidad del País Vasco (UPV/EHU) - Faculty of Economic Science and Business Studies and Universidad del País Vasco - Departamento de Economia Aplicada III
Date Posted: March 10, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Petroleum Tax Competition Subject to Capital Rationing
USAEE Working Paper No. 17-306
Petter Osmundsen, Kjell Løvås and Magne Emhjellen
University of Stavanger, Statoil and Petoro A.S.
Date Posted: March 08, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Aiming Low and Achieving It: A Long-Term Equilibrium Analysis of a Renewable Policy in Chile
USAEE Working Paper No. 17-304
Francisco Munoz, Bruno Pumarino and Ignacio Salas
Adolfo Ibanez University, Adolfo Ibanez University and Adolfo Ibanez University
Date Posted: March 08, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Cross Border Impacts of Renewable Energy Sources in Central Western Europe
USAEE Working Paper No. 17-303
Fernando Oster and Georg Peter Erdmann
Technische Universität Berlin (TU Berlin) and Technische Universität Berlin (TU Berlin)
Date Posted: March 08, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Carbon Pricing with an Output Subsidy under Imperfect Competition: The Case of Alberta's Restructured Electricity Market
David P. Brown, Andrew Eckert and Heather Eckert
University of Alberta - Department of Economics, University of Alberta - Department of Economics and University of Alberta - Department of Economics
Date Posted: March 08, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Impact of International Trade on Electric Loads in Mexico
USAEE Working Paper No. 17-301
Marc H. Vatter and Daniel Suurkask
Marc H. Vatter, Ph.D. and Birch Energy Economics, LLC
Date Posted: March 08, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Optimization Strategies for Sustainable Energy Development in Angola – A Multi-Stage Stochastic Approach
USAEE Working Paper No. 17-297
Jone Heitor, Artur Barreiros and Joao Barradas Cardoso
University of Lisbon, University of Lisbon and University of Lisbon
Date Posted: March 08, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper The Intrinsic Value of Gold: An Exchange Rate-Free Price Index
Richard D. F. Harris and Jian Shen
University of Exeter - Business School and XFI Centre for Finance and Investment
Date Posted: March 08, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Food Inflation in Sub-Saharan Africa: Causes and Policy Implications
IMF Working Paper No. 16/247
C. Emre Alper, Niko Hobdari and Ali Uppal
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: March 07, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Oil Prices in a Real-Business-Cycle Model with Precautionary Demand for Oil
Sveriges Riksbank Working Paper Series No. 332, Riksbank Research Paper Series No. 156
Conny Olovsson
Sveriges Riksbank
Date Posted: March 07, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper The Effect of Oil Prices on Field Production: Evidence from the Norwegian Continental Shelf
Johannes Mauritzen
BI Norwegian School of Business
Date Posted: March 06, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Cost, Contractors and Scale: An Empirical Analysis of the California Solar Market
Johannes Mauritzen
BI Norwegian School of Business
Date Posted: March 06, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper What is an Intellectual Property Strategy for Oil and Gas Industry?
les Nouvelles - Journal of the Licensing Executives Society, Volume LII No. 1, March 2017
Rashid Khan
Independent
Date Posted: March 04, 2017
Accepted Paper Series
16 downloads

Incl. Electronic Paper Shifts in Big Oil Patent Landscape: Capturing Value from Intellectual Property for National Transformation
les Nouvelles - Journal of the Licensing Executives Society, Volume LII No. 1, March 2017
Paul Germeraad, Rashid Khan and Deepa Ravindranath
Germeraad Consulting Group, Inc., Independent and MaxVal Group
Date Posted: March 04, 2017
Accepted Paper Series
19 downloads

Incl. Electronic Paper Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
Monash University, Trinity Business School, Trinity College Dublin and The University of Sydney
Date Posted: March 03, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Wind, Storage, Interconnection and the Cost of Electricity Generation
FEEM Working Paper No. 10.2017
Valeria Di Cosmo and Laura Malaguzzi Valeri
Economic and Social Research Institute (ESRI) and Economic and Social Research Institute (ESRI)
Date Posted: March 03, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Bitcoin for Energy Commodities Before and After the December 2013 Crash: Diversifier, Hedge or Safe Haven?
Applied Economics, Forthcoming
Elie Bouri, Naji P Jalkh, Peter Molnár and David Roubaud
Université Saint Esprit de Kaslik (USEK), Independent, University of Stavanger and Montpellier Business School
Date Posted: March 02, 2017
Accepted Paper Series
41 downloads

Incl. Fee Electronic Paper How the Tight Oil Boom Has Changed Oil and Gasoline Markets
CEPR Discussion Paper No. DP11876
Lutz Kilian
University of Michigan at Ann Arbor - Department of Economics
Date Posted: March 02, 2017
Working Paper Series

Incl. Fee Electronic Paper Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
CEPR Discussion Paper No. DP11868
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: March 02, 2017
Working Paper Series

Incl. Electronic Paper Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China's Growth
HKIMR Working Paper No. 04/2017
Shuo Cao and Hongyi Chen
University of Glasgow - Adam Smith Business School and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: March 01, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Equilibrium Flows: Bipartite Contracts in Large Multi-Commodity Markets
Lucas Vernet
Sciences Po - Department of Economics
Date Posted: March 01, 2017
Last Revised: March 22, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper What Relationships between Commodities and CDS Indices? Evidence from Archimedean Copulas
Samar Zlitni, Ahmed Ghorbel and Walid Khoufi
University of Sfax - Faculty of Economics and Management (FSEGS), Faculty of economics and Management of Sfax, Tunisia and University of Sfax
Date Posted: February 28, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Lower Oil Prices and the U.S. Economy: Is this Time Different?
CESifo Working Paper Series No. 6322
Christiane Baumeister and Lutz Kilian
University of Notre Dame and University of Michigan at Ann Arbor - Department of Economics
Date Posted: February 28, 2017
Working Paper Series
37 downloads

Incl. Fee Electronic Paper Revisiting the Commodity Curse: A Financial Perspective
NBER Working Paper No. w23169
Enrique Alberola and Gianluca Benigno
BIS and London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: February 27, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting the Term Structure of Volatility of Crude Oil Price Changes
Economics Letters, Vol. 141, April 2016
Ercan Balaban and Shan Lu
University of Aberdeen and University of Aberdeen
Date Posted: February 24, 2017
Last Revised: February 26, 2017
Accepted Paper Series
18 downloads

Incl. Electronic Paper Unemployment as a Determinant of Gold Prices: Empirical Evidence
The International Journal of Business and Finance Research, v. 10 (10) p. 43-52
Ranjini L. Thaver and Jimmie Lopez
Stetson University and Stetson University
Date Posted: February 24, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Effect of the Pit Closure on Futures Trading
Eleni Gousgounis and Esen Onur
Stevens Institute of Technology - School of Business and Commodity Futures Trading Commission (CFTC)
Date Posted: February 23, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Issues Surrounding the Rice Price of Thailand from 2003 to 2013
Pham Nguyen Hoang Kha and Vy Hoai Trinh
Stamford International University and Stamford International University
Date Posted: February 22, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Traditions and Behavioral Factors As the Main Sources of Political Turmoil and Socio-Economic Underdevelopment in the Countries of the Greater Middle East
XVI International Business & Economy Conference (IBEC) - Chile 2017
Mehdi Mohaghegh
Norwich University (NU)
Date Posted: February 22, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Corporate Responsibility and Compliance with the Law: Land, Dispossession and Aftermath at Newmont's Ahafo Project in Ghana
Business and Society Review, Vol. 117(2), p. 233–280 (2012),
Radu Mares
Raoul Wallenberg Institute of Human Rights and Humanitarian Law
Date Posted: February 22, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Unexpected Wealth Change and Mortgage Default: Evidence from the Shale Gas Boom
Lily Shen, Chris Cunningham and Kristopher Gerardi
Clemson University, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: February 20, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Curse or Blessing? How Institutions Determine Success in Resource-Rich Economies
Cato Institute Policy Analysis No. 808
Peter Kaznacheev
Russian Presidential Academy of National Economy and Public Administration (RANEPA), Centre For Resource Economics
Date Posted: February 18, 2017
Accepted Paper Series
28 downloads

Incl. Electronic Paper Commodity Exposure, Financial and Operational Hedging of US Oil and Gas Companies
Elaine Laing, Brian M. Lucey and Tobias Leutkemeyer
Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College Dublin
Date Posted: February 16, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Mineral Royalties: Historical Uses and Justifications
Jayni Foley Hein and Caroline Cecot
NYU School of Law and George Mason University - Antonin Scalia Law School, Faculty
Date Posted: February 16, 2017
Working Paper Series
25 downloads


 

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