Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach
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- Casassus, Jaime & Ceballos, Diego & Higuera, Freddy, 2010. "Correlation structure between inflation and oil futures returns: An equilibrium approach," Resources Policy, Elsevier, vol. 35(4), pages 301-310, December.
References listed on IDEAS
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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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-09-25 (All new papers)
- NEP-CBA-2010-09-25 (Central Banking)
- NEP-CWA-2010-09-25 (Central & Western Asia)
- NEP-DGE-2010-09-25 (Dynamic General Equilibrium)
- NEP-ENE-2010-09-25 (Energy Economics)
- NEP-MAC-2010-09-25 (Macroeconomics)
- NEP-MON-2010-09-25 (Monetary Economics)
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