The changing relationship between commodity prices and equity prices in commodity exporting
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"Commodity prices and related equity prices,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(3), pages 949-967, August.
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Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
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- Rose Mary K. Abraham, 2022. "Financialisation of Commodity Markets: Evidence from India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 16(1), pages 106-131, February.
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- Rangga Handika & Rangga Handika & Sigit Triandaru, 2016. "Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 6(4), pages 814-821.
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More about this item
Keywords
Commodity prices; equity prices; exchange rates; forecasting.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2013-12-15 (Forecasting)
- NEP-OPM-2013-12-15 (Open Economy Macroeconomics)
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