Keywords: Q02; L72; C13; Theory of storage; Interest-adjusted basis;
مقالات ISI (ترجمه نشده)
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Keywords: Super-cycles; Commodity prices; Band-pass filters; C22; E32; Q02;
Keywords: Q02; Q11; E31; E37; Crude oil prices; Food prices; Co-movements; Dynamic correlations; VAR models;
Keywords: G02; G11; Q02; Gold; Volatility; Investor attention; Investor behavior; Search queries;
Keywords: C32; C53; E60; Q02; Gold returns; Gold volatility; Causality; Nonparametric quantile regression; Uncertainty;
Keywords: C22; C52; G15; Q02; Gold; Inflation; Hedging; Interrupted Markov-Switching Cointegration;
Keywords: P16; Q02; Q17; Q18; Developing countries; Food prices; Biofuel policies; Policy response;
Keywords: G01; G15; Q02; Q40; Q41; Q43; Oil; Equity; Conditional correlations; Structural break;
Keywords: F30; G15; Q02; Q41; Uncertainty; Risk perceptions; The VIX; Volatility spillover; Financial markets; Futures markets; Commodity markets; Crude oil markets;
Keywords: Q02; E30; C32; Commodity prices; Co-movement; Time-series models;
Keywords: G13; Q02; C58; Speculation; Commodity futures prices; Lead-lag relationships;
Keywords: Q02; L72; C13; Theory of storage; Interest-adjusted basis;
Keywords: G01; G11; G15; Q02; Q40; Financialization; Diversification; Commodity; Islamic equity; Dynamic conditional correlation; Wavelet analysis;
Keywords: F37; G11; G13; G17; Q02; Commodity markets; Futures pricing; Out-of-sample predictability; Economic value; Time series; Econometric models;
Keywords: Commodity prices; Multi-class estimation; Vector AutoRegressive model; Q02; O13; C32;
Keywords: C32; E31; Q02; Commodity prices; Food prices; New-Keynesian macroeconometric model; Inflation; India; Structural vector autoregressive model;
Keywords: Commodity prices; Piecewise linear trends; Hodrick-Prescott filter; Super cycles; C22; E30; O13; Q02;
Keywords: C58; G01; G15; Q02; Time varying dependence; Copula; Breaks; Commodity; Stock market;
Keywords: F13; F59; Q02; Q17; Loss aversion; Trade policy; Multiplier effect; Food crisis;
Keywords: Q02; Commodities; Herding; Time varying stochastic volatility;
Keywords: G11; G12; G13; Q02; Theory of storage; Commodity futures markets; Convenience yield; Interest-adjusted basis;
Keywords: C13; G18; O13; Q02; Q43; Energy; Agricultural commodities; Multivariate normal mixture model; Financialization; Biofuel policy; Food crisis; Global financial crisis;
Keywords: G18; Q02; Q18Agricultural prices; Speculative bubbles; Momentum threshold autoregressive approach
Keywords: D53; G17; Q02; Q47; Crude oil price forecasting; EEMD; PSO; LSSVM; GARCH;
Keywords: G15; Q02; Q31; Base metals; Convenience yields; Futures markets; Option pricing; Theory of storage; Regional supply/demand;
Keywords: Oil price shocks; Agricultural commodities; Effect; Q02; Q14; Q41; R58; Q01; Q13;
Keywords: C22; Q02; Gold and silver prices; Cycles; Persistence; Long memory;
Keywords: Q02; G12; G13; D84; Precious metals futures markets; Speculation; Granger causality;
Keywords: G01; G13; Q02; Financialization; Commodities; Risk spillovers; Style investing; State-dependent sensitivity VaR;
Keywords: C11; C53; F37; F47; Q02; Bayesian; State space models; Gold; Macroeconomic fundamentals; Forecasting;
Keywords: Q41; Q43; Q47; Q02; Q33; Q37; Oil prices; Oil demand shock; Oil supply shock; OPEC; Non-OPEC;
Keywords: Shale revolution; Hydraulic fracturing; Horizontal drilling; Rail transportation of oil; WTI; Brent; Q02; Q4; Q40; Q41; Q47; Q48;
Keywords: C1; C5; G1; Q02; Return-volatility dependence; Implied volatility index; Oil market; Risk spillover; Time-varying mixed copula model;
Keywords: F14; F15; Q02; Q23Europe; International trade; Forest products; Euro; Gravity
WTI and Brent futures pricing structure
Keywords: Crude oil futures; Commodity storage; WTI; Brent; Competitive storage model; C63; F17; Q02; Q40; Q41; Q48;
Expansion of the sugarcane industry and its effects on land use in São Paulo: Analysis from 2000 through 2015
Keywords: R14; Q02; Q15; Sugarcane industry; Brazil; Shift-Share model; Land use;
The volatility-volume relationship in the LME futures market for industrial metals
Keywords: C5; G15; Q02; Intraday data; Realized volatility; Realized semivariance; Non-ferrous metals; London Metal Exchange; Trading volume;
On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach
Keywords: Petroleum products; Futures prices; ARDL; Structural break; Weak-strong causality; F31; G15; Q02;
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
Keywords: C58; C63; G11; Q02; Energy; Agricultural commodity; Dependence-switching copula; CoVaR;
Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market
Keywords: F13; G14; Q02; Q38; Market efficiency; Rare earth elements; Stock price informativeness; Structural break test; Variance ratio test; World Trade Organization (WTO);
Range-based and GARCH volatility estimation: Evidence from the French asset market
Keywords: L61; Q02; G19; G13; Volatility; Assets; Range-based volatility; GARCH models;
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
Keywords: G12; Q43; G15; G17; Q02; Stock realized volatility; Oil volatility risk premium; Predictive regression; Out-of-sample forecast; Economic significance;
Volatility linkages between energy and agricultural commodity prices
Keywords: Energy; Agriculture; Biodiesel; Volatility model; Interdependencies; Dynamic hedging; C01; C14; C32; Q02; Q41; Q16;
Environmental compliance and human capital: Evidence from Chinese industrial firms
Keywords: Q02; Q52; Q55Environmental compliance; Human capital; External and internal effects; Endogeneity