Robert Czudaj : Citation Profile


Are you Robert Czudaj?

Technische Universität Chemnitz

11

H index

12

i10 index

445

Citations

RESEARCH PRODUCTION:

35

Articles

24

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 49
   Journals where Robert Czudaj has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 34 (7.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcz10
   Updated: 2020-01-18    RAS profile: 2019-12-28    
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Relations with other researchers


Works with:

Beckmann, Joscha (36)

Belke, Ansgar (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Czudaj.

Is cited by:

GUPTA, RANGAN (31)

Pierdzioch, Christian (27)

Shahbaz, Muhammad (22)

Balcilar, Mehmet (15)

Risse, Marian (11)

Shahzad, Syed Jawad Hussain (11)

bouoiyour, jamal (10)

Wohar, Mark (10)

Belke, Ansgar (10)

Ratti, Ronald (10)

Vespignani, Joaquin (10)

Cites to:

Beckmann, Joscha (50)

Sarno, Lucio (41)

Rossi, Barbara (30)

Johansen, Soren (26)

lucey, brian (23)

Bacchetta, Philippe (22)

van Wincoop, Eric (22)

Belke, Ansgar (21)

Taylor, Mark (19)

Baur, Dirk (18)

Saikkonen, Pentti (18)

Main data


Where Robert Czudaj has published?


Journals with more than one article published# docs
Economic Modelling3
The World Economy2
The North American Journal of Economics and Finance2
Energy Economics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Ruhr Economic Papers / RWI - Leibniz-Institut fr Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen9
Chemnitz Economic Papers / Department of Economics, Chemnitz University of Technology7
Post-Print / HAL3

Recent works citing Robert Czudaj (2019 and 2018)


YearTitle of citing document
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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2019Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2019). Oosterlinck, Kim ; van Hoang, Thi Hong ; Gallaishamonno, Georges. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:3:p:1048-1072.

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2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: Working Papers. RePEc:crt:wpaper:1806.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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2018The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00408.

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2018The heterogeneous impact of oil price on exchange rate: Evidence from Thailand. (2018). Law, Chee-Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00563.

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2018An Analysis of Gold Futures as an Alternative Asset: Evidence from India. (2018). Jaiswal, Ritika ; Uchil, Rashmi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-21.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46.

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2018International spillovers in global asset markets. (2018). Belke, Ansgar ; Dubova, Irina. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:3-17.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2018Does the level of energy intensity matter in the effect of energy consumption on the growth of transition economies? Evidence from dynamic panel threshold analysis. (2018). Esen, Omer ; Aydin, Celil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:185-195.

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2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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2018The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mahalik, Mantu ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:282-301.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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2018Clean energy investing in public capital markets: Portfolio benefits of yieldcos. (2018). la Monaca, Sarah ; Byrne, Julie ; Assereto, Martina. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:383-393.

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2019Oil and gas trade between China and countries and regions along the ‘Belt and Road’: A panoramic perspective. (2019). Zhang, Jing. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:1111-1120.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices. (2018). He, Zhen ; Thijssen, Jacco ; O'Connor, Fergal. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:30-37.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2018Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies. (2018). Dey, Shubhasis ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:41-46.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:94-109.

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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2018Speculation, risk aversion, and risk premiums in the crude oil market. (2018). Li, Bingxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:64-81.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2019Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures. (2019). Chen, Chun-Da ; Chiang, Shu-Mei ; Huang, Chien-Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:37-48.

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2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2018Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2019Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models. (2019). Ali, Sajid ; Raza, Naveed ; Salman, Aneel ; Ur, Mobeen ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:210-230.

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2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests. (2019). Apergis, Nicholas ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:603-616.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

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2019Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230.

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2019Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Husain, Shaiara ; Sohag, Kazi. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:57-65.

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2019Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches. (2019). Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed ; Sohail, Asiya ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:602-615.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2019Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019IMF conditionality and central bank independence. (2019). Rau-Gohring, Matthias ; Reinsberg, Bernhard ; Kern, Andreas. In: European Journal of Political Economy. RePEc:eee:poleco:v:59:y:2019:i:c:p:212-229.

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2019Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:159-171.

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2018The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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2019The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:600-615.

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2019The Ukrainian crisis, economic sanctions, oil shock and commodity currency: Analysis based on EMD approach. (2019). Korotina, Olesya ; Popov, Victor ; Dolgonosov, Maxim ; Korolkova, Inna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:156-168.

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2019Feasibility of the Northern Sea Route: The role of distance, fuel prices, ice breaking fees and ship size for the product tanker market. (2019). Haider, Jane ; Pettit, Stephen ; Rodrigues, Vasco Sanchez ; Theocharis, Dimitrios. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:129:y:2019:i:c:p:111-135.

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2018Cointegrated Dynamics for A Generalized Long Memory Process. (2018). McAleer, Michael ; Asai, Manabu ; Allen, David ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:110018.

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2018Does International Liquidity Matter For G-7 Countries? A PVAR Approach. (2018). Turkay, Mesut. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:1-13.

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2018Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:31-:d:146114.

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2018Real Exchange Rate Misalignment and Economic Growth: The Case of Trinidad and Tobago. (2018). Conrad, Daren ; Jagessar, Jaymieon . In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:4:p:52-:d:171410.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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2018Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661.

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2019On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. (2019). Hanck, Christoph ; Arnold, Martin C. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:117-:d:247852.

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2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455.

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2019From Basic Research to Competitiveness: An Econometric Analysis of the Global Pharmaceutical Sector. (2019). Zeman, Zoltan ; Popp, Jozsef ; Kiss, Anna ; Lakner, Zoltan ; Olah, Judit ; Mate, Domician. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3125-:d:236763.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis. (2019). Yang, Xinxia ; Zhu, Huiming ; Su, Xianfang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1359-:d:211007.

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2019INCIDENCE OF MINERALS PRICE-VOLATILITY ON THE VOLATILITY OF THE STOCK PRICES OF THE MINING INDUSTRY IN MEXICO (2008-2015). (2019). Santillan, Roberto J ; Ramirez, Alejandro Fonseca. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201810.

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2019INVESTMENT CONSTRAINTS AND PRODUCTIVITY CYCLES IN BOLIVIA. (2019). Mendez-Guerra, Carlos. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201811.

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2019INNOVATION AND PRODUCTIVITY IN THE METAL-MECHANIC INDUSTRY OF MEXICO, THE CURRENT CONTEXT, 2010-2016. (2019). Canales, Rosa Azalea ; Godinez, Juan Andres ; Becerril, Osvaldo U. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201812.

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2019CAPITAL ACCUMULATION AND THE ENDOGENEITY OF THE NATURAL RATE OF GROWTH: AN APPLICATION FOR THE MEXICAN ECONOMY AND ITS STATES. (2019). Gonzalez, Josue Zavaleta ; Chavez, Alejandro Adan ; Vazquez, Juan Alberto. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201901.

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2019REGIONAL CONVERGENCE AND ECONOMIC GROWTH IN CHINA 1978-2013. A SPACE ANALYSIS. (2019). Martinez, Rolando Caballero ; Bohorquez, Claudia Mabel ; Claure, Benigno Caballero . In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201902.

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2019FACTORS THAT DETERMINE THE DEVELOPMENT OF A TERRITORY. (2019). Suarez, Yolanda Carbajal ; Moranchel-Bustos, Jorge Luis. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201903.

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2019RESPONSE TO A FINANCIAL CRISIS IN ARGENTINA: HOW TO DEAL WITH WEALTH INEQUALITY. (2019). Fronti, Javier Garcia ; Herrera, Pablo Matias . In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201904.

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2019SCHOOL OPPORTUNITIES FOR YOUNG PEOPLE IN TWO MEXICAN CITIES. (2019). Roman, Yuliana Gabriela ; Navarrete, Emma Liliana. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201905.

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More than 100 citations found, this list is not complete...

Works by Robert Czudaj:


YearTitleTypeCited
2019How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S. In: The Energy Journal.
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2010Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2010Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques.(2010) In: Discussion Papers of DIW Berlin.
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2010Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques.(2010) In: Ruhr Economic Papers.
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2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES In: Economic Inquiry.
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2018Monetary policy shocks, expectations and information rigidities.(2018) In: Chemnitz Economic Papers.
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2018Monetary policy shocks, expectations and information rigidities.(2018) In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2015Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics.
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article3
2017Effective Exchange Rates, Current Accounts and Global Imbalances In: Review of International Economics.
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article2
2016Effective exchange rates, current accounts and global imbalances.(2016) In: Ruhr Economic Papers.
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2014Effective exchange rates, current accounts and global imbalances.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
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2014The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy.
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article15
2018The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience In: The World Economy.
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article0
2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin.
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article0
2014Volatility transmission in agricultural futures markets In: Economic Modelling.
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article37
2014Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling.
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article9
2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling.
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article85
2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach.(2014) In: Ruhr Economic Papers.
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2013Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance.
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article69
2012Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers.
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2015Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance.
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article11
2014Regime shifts and the Canada/US exchange rate in a multivariate framework In: Economics Letters.
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article0
2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach In: Econometrics and Statistics.
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2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach.(2019) In: Chemnitz Economic Papers.
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2011P-star in times of crisis - Forecasting inflation for the euro area In: Economic Systems.
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article6
2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics.
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article42
2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?.(2013) In: Ruhr Economic Papers.
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2019Crude oil futures trading and uncertainty In: Energy Economics.
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2019Crude oil futures trading and uncertainty.(2019) In: Chemnitz Economic Papers.
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2016A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis.
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article5
2018Is equity market volatility driven by migration fear? In: Finance Research Letters.
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2014Does global liquidity drive commodity prices? In: Journal of Banking & Finance.
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article21
2017Capital flows and GDP in emerging economies and the role of global spillovers In: Journal of Economic Behavior & Organization.
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article0
2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers.(2017) In: Chemnitz Economic Papers.
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2017The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance.
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article6
2016The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers.
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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven In: Journal of International Money and Finance.
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article6
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2017Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy.
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article12
2013Oil prices and effective dollar exchange rates In: International Review of Economics & Finance.
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article36
2016Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification In: Post-Print.
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2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification.(2019) In: Empirical Economics.
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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication.(2017) In: Chemnitz Economic Papers.
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2015Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification In: Post-Print.
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paper0
2015Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification.(2015) In: Post-Print.
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2013Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy.
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article20
2013The U.S. Current Account and Real Effective Dollar Exchange Rates In: Credit and Capital Markets.
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2014Non-linearities in the relationship of agricultural futures prices In: European Review of Agricultural Economics.
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2015Nonstationary-volatility robust panel unit root tests and the great moderation In: AStA Advances in Statistical Analysis.
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2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Ruhr Economic Papers.
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2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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2015International parity relationships between Germany and the USA revisited: evidence from the post-DM period In: Applied Economics.
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article3
2013The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis In: International Review of Applied Economics.
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article1
2016Oil price and FX-rates dependency In: Quantitative Finance.
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2017The Relative Valuation of Gold In: Chemnitz Economic Papers.
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2016The relative valuation of gold.(2016) In: Ruhr Economic Papers.
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2017Gold Price Dynamics and the Role of Uncertainty In: Chemnitz Economic Papers.
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paper10
2014Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers.
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paper7

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