Correlation structure between inflation and oil futures returns: An equilibrium approach
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- Jaime Casassus & Diego Ceballos, 2010. "Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach," Documentos de Trabajo 373, Instituto de Economia. Pontificia Universidad Católica de Chile..
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Necibi, Thameur & Issaoui, Fakhri, 2013. "The impact of oil prices on economic activity in administrated price structure: the case of Tunisia," MPRA Paper 50420, University Library of Munich, Germany.
- repec:eee:energy:v:139:y:2017:i:c:p:975-990 is not listed on IDEAS
More about this item
KeywordsCorrelation structure Inflation Futures Hedging Oil Monetary policy;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
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