aleja Niepodleglosci 162
PL-Warsaw, 02-554
Poland
http://https://e-web.sgh.waw.pl/mrubas/
Warsaw School of Economics (SGH)
equilibrium exchange rate models, forecasting, mean reversion, panel data
carry trade, equilibrium exchange rate, trading strategies
Cereal prices, Forecasting, Factor models, Autoregressive models
uropean natural gas market, TVP-VAR-SV model, time and frequency connectedness, Russian invasion of Ukraine.
Economic uncertainty, Geopolitical uncertainty, TVP-VAR-SV model, Connectedness, Spillovers
spillover effect, market integration, European natural gas market, TVP-VAR-SV model
spillover effect, market integration, European natural gas market, TVP-VAR-SV model
