Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium
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DOI: 10.1016/j.eneco.2020.105081
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"Does the volatility of commodity prices reflect macroeconomic uncertainty?,"
Energy Economics, Elsevier, vol. 68(C), pages 313-326.
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- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2017. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print hal-01609784, HAL.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print hal-01411696, HAL.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2016. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print hal-01386096, HAL.
- M. Joëts & V. Mignon & T. Razafindrabe, 2016. "Does the volatility of commodity prices reflect macroeconomic uncertainty ?," Working papers 607, Banque de France.
- Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2017. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Post-Print halshs-01683788, HAL.
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- Mengxu Xiong, 2021. "Uncertainty in the Pandemic and the Energy Stock Market - Evidence From China," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-4.
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Keywords
Macroeconomic uncertainty; Drivers of commodity prices; Natural gas; Oil; Asian premium;All these keywords.
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