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Displaying results 1 to 4 of 4.

  1. Oil supply news in a VAR
    information from financial markets
    Author: Anzuini, Alessio; Pagano, Patrizio; Pisani, Massimiliano
    Published: 2007
    Publisher:  Banca d'Italia, Roma

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 140 (632)
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    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Temi di discussione / Banca d'Italia ; 632
    Subjects: Ölpreis; Derivat; VAR-Modell; USA
    Scope: 30 S., graph. Darst.
    Notes:

    Literaturverz. S.28-30

    Zs.fass. in engl. Sprache
  2. Risk-adjusted forecasts of oil prices
    Author: Pagano, Patrizio; Pisani, Massimiliano
    Published: 2006

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 140 (585)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Temi di discussione del Servizio Studi / Banca d'Italia ; 585
    Subjects: Ölpreis; Prognoseverfahren; Kapazitätsauslastung; Wirtschaftsindikator; USA
    Scope: 40 S., graph. Darst.
    Notes:
  3. Risk-adjusted forecasts of oil prices
    Author: Pagano, Patrizio; Pisani, Massimiliano
    Published: 2009
    Publisher:  European Central Bank, Frankfurt am Main

    This paper documents the existence of a significant forecast error on crude oil futures. We interpret it as a risk premium, which, in part, could have been explained by means of a real-time US business cycle indicator, such as the degree of capacity... more

    Location:
    Staats- und Universitätsbibliothek Bremen
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    No inter-library loan

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 534 (999)
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    No inter-library loan

    Location:
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
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    This paper documents the existence of a significant forecast error on crude oil futures. We interpret it as a risk premium, which, in part, could have been explained by means of a real-time US business cycle indicator, such as the degree of capacity utilization in manufacturing. This result is robust to the specification of the estimating equation and to the considered business cycle indicator. An out-of-the-sample prediction exercise reveals that futures adjusted to take into account this time-varying component produce significantly better forecasts than those of unadjusted futures, of futures adjusted for the average forecast error and of the random walk, particularly at horizons of more than 6 months. -- Oil ; Forecasting ; Futures

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/153433
    Series: Working paper series / European Central Bank ; 999
    Subjects: Ölpreis; Prognoseverfahren; Kapazitätsauslastung; Wirtschaftsindikator; USA
    Scope: Online-Ressource, (35 S., 1,97 MB)
  4. Macroeconomic effects of precautionary demand for oil
    Author: Anzuini, Alessio; Pagano, Patrizio; Pisani, Massimiliano
    Published: 2013
    Publisher:  Banca d'Italia, [Roma]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 140 (918)
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Temi di discussione / Banca d'Italia ; 918
    Subjects: Ölmarkt; Nachfrage; Schock; Ölpreis; Wirkungsanalyse; USA
    Scope: 24 S., graph. Darst.
    Notes:

    Parallel als Online-Ausg. erschienen