Crude Oil Prices; Trends and Forecast
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- Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur, 2013. "Volatility spillover between oil and agricultural commodity markets," Energy Economics, Elsevier, vol. 36(C), pages 658-665.
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More about this item
KeywordsExchange rate depreciation; Commodity prices; Inflation; Monetary policy; Characteristic function; crude oil prices; density forecast; Esscher transform; Fourier transform; inverse problem; normal inverse Gaussian; option prices.; oil prices; probability; skewness; kurtosis; crude oil; option prices;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-11 (All new papers)
- NEP-CBA-2008-11-11 (Central Banking)
- NEP-ENE-2008-11-11 (Energy Economics)
- NEP-MAC-2008-11-11 (Macroeconomics)
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