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Jean-François Carpantier
(Jean-Francois Carpantier)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jean-François Carpantier & Wessel N. Vermeulen, 2021. "Success And Failures Of SWFS On The Macroeconomic Performance, Time-Varying Objectives And First Liquidations Of Sovereign Wealth Funds," LIDAM Discussion Papers IRES 2021006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Coutinho, Leonor & Georgiou, Dimitrios & Heracleous, Maria & Michaelides, Alexander & Tsani, Stella, 2022. "Limiting fiscal procyclicality: Evidence from resource-dependent countries," Economic Modelling, Elsevier, vol. 106(C).

  2. Jean-François Carpantier, 2020. "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES 2020036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
    2. Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021. "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
    3. Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023. "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 617-634.
    4. Min Bai & Ly Ho, 2023. "How do gold and oil react to the COVID-19 pandemic: A review," Energy & Environment, , vol. 34(7), pages 2876-2902, November.

  3. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Ouyang, Ruolan & Pei, Tiancheng & Fang, Yi & Zhao, Yang, 2024. "Commodity systemic risk and macroeconomic predictions," Energy Economics, Elsevier, vol. 138(C).
    2. Jean-Baptiste Hasse & Christelle Lecourt & Souhila Siagh, 2024. "Setting up a Sovereign Wealth Fund to Reduce Currency Crises," AMSE Working Papers 2417, Aix-Marseille School of Economics, France.
    3. Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024. "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).

  4. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
    2. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    3. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    4. Kyei, Collins Baffour & Cantah, William Godfred & Junior Owusu, Peterson, 2023. "Effect of commodity prices on financial soundness; insight from adaptive market hypothesis in the Ghanaian setting," Resources Policy, Elsevier, vol. 86(PA).

  5. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Zuzana Rowland & George Lazaroiu & Ivana Podhorská, 2020. "Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate," Risks, MDPI, vol. 9(1), pages 1-21, December.
    3. Ouyang, Ruolan & Pei, Tiancheng & Fang, Yi & Zhao, Yang, 2024. "Commodity systemic risk and macroeconomic predictions," Energy Economics, Elsevier, vol. 138(C).
    4. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

  6. Jean-Francois Carpantier & Anastasia Litina, 2018. "Dissecting the act of god: an exploration of the effect of religiosity on economic activity," Post-Print hal-01795048, HAL.

    Cited by:

    1. Conroy, Tessa & Deller, Steven, 2021. "Spatial Patterns in the Relationship Between Religion and Economic Growth," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 51(2), April.

  7. J.-F. Carpantier & W.N. Vermeulen, 2018. "Emergence of sovereign wealth funds," Post-Print hal-01794951, HAL.

    Cited by:

    1. Amar, J. & Lecourt, C. & Carpantier, J.F., 2022. "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    2. Jeanne Amar & Christelle Lecourt & Valerie Kinon, 2018. "Is the emergence of new sovereign wealth funds a fashion phenomenon?," Post-Print hal-01897050, HAL.
    3. Megginson, William L. & Gao, Xuechen, 2020. "The state of research on sovereign wealth funds," Global Finance Journal, Elsevier, vol. 44(C).
    4. Gangi, Francesco & Mustilli, Mario & Varrone, Nicola & Graziano, Domenico, 2023. "Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?," Research in International Business and Finance, Elsevier, vol. 65(C).
    5. Grira, Jocelyn, 2020. "Back to government ownership: The Sovereign Wealth Funds phenomenon," Finance Research Letters, Elsevier, vol. 34(C).
    6. Gouett, Matthew, 2020. "New wealth, New wisdom: Updating the narrative of sovereign wealth fund creation," Resources Policy, Elsevier, vol. 65(C).
    7. Cody D. Eldredge, 2019. "Capability and need: A framework for understanding why states create sovereign wealth funds," The World Economy, Wiley Blackwell, vol. 42(5), pages 1495-1519, May.
    8. Heffron, Raphael J, 2018. "The application of distributive justice to energy taxation utilising sovereign wealth funds," Energy Policy, Elsevier, vol. 122(C), pages 649-654.

  8. Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2018. "GCC Sovereign Wealth Funds: Why do they Take Control?," AMSE Working Papers 1835, Aix-Marseille School of Economics, France.

    Cited by:

    1. Anna Balestra & Raul Caruso & Marco Di Domizio, 2023. "What explains the size of Sovereign Wealth Funds? A panel analysis (2008-2018)," Working Papers 1021, European Centre of Peace Science, Integration and Cooperation (CESPIC), Catholic University 'Our Lady of Good Counsel'.
    2. Jean-Baptiste Hasse & Christelle Lecourt & Souhila Siagh, 2024. "Setting up a Sovereign Wealth Fund to Reduce Currency Crises," AMSE Working Papers 2417, Aix-Marseille School of Economics, France.
    3. Mahmoud Alghemary & Nereida Polovina & Basil Al-Najjar, 2024. "Earnings management of acquiring and non-acquiring companies: the key role of ownership structure and national corporate governance in GCC," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 21(4), pages 568-588, December.
    4. Evren Tok, 2020. "The Incentives and Efforts for Innovation and Entrepreneurship in a Resource-Based Economy: A Survey on Perspective of Qatari Residents," Sustainability, MDPI, vol. 12(2), pages 1-20, January.

  9. Jean-Francois Carpantier & Javier Olivera Angulo & Philippe Van Kerm, 2017. "Macroprudential policy and household wealth inequality," Working Papers of Department of Economics, Leuven 584609, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.

    Cited by:

    1. Zhai, Kun & Zhao, Guoqing & Li, Ding, 2023. "Macroprudential policy and household wealth inequality: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    2. Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Journal of Regulatory Economics, Springer, vol. 59(2), pages 136-160, April.
    3. Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018. "Effects of bank capital requirement tightenings on inequality," CAMA Working Papers 2018-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Brausewetter, Lars & Ludolph, Melina & Tonzer, Lena, 2023. "Distributional income effects of banking regulation in Europe," IWH Discussion Papers 24/2023, Halle Institute for Economic Research (IWH).
    5. James B. Davies & Nicole M. Fortin & Thomas Lemieux, 2017. "Wealth inequality: Theory, measurement and decomposition," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1224-1261, December.
    6. Lindokuhle Talent Zungu & Lorraine Greyling & Nkanyiso Mbatha, 2022. "Nonlinear Dynamics of the Development-Inequality Nexus in Emerging Countries: The Case of a Prudential Policy Regime," Economies, MDPI, vol. 10(5), pages 1-18, May.
    7. Orsetta Causa & Nicolas Woloszko & David Leite, 2020. "Housing, Wealth Accumulation and Wealth Distribution: Evidence and Stylized Facts," LWS Working papers 30, LIS Cross-National Data Center in Luxembourg.
    8. Panagiotis Konstantinou & Anastasios Rizos & Artemis Stratopoulou, 2022. "Macroprudential policies and income inequality in former transition economies," Economic Change and Restructuring, Springer, vol. 55(2), pages 1005-1062, May.
    9. Yifan GONG & Charles Ka Yui LEUNG, 2023. "Does Space Matter? The Case of the Housing Expenditure Cap," ISER Discussion Paper 1214, Institute of Social and Economic Research, Osaka University.
    10. Gatt, William, 2024. "Wealth inequality and the distributional effects of maximum loan-to-value ratio policy," Journal of Economic Dynamics and Control, Elsevier, vol. 164(C).
    11. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
    12. Marina Kunovac, 2020. "Distribution of household assets in Croatia," Public Sector Economics, Institute of Public Finance, vol. 44(3), pages 265-297.
    13. Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021. "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," FMM Working Paper 70-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    14. Madeira, Carlos, 2021. "The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 117(C).
    15. Pierre Monnin, 2017. "Monetary Policy, Macroprudential Regulation and Inequality," Discussion Notes 1702, Council on Economic Policies.
    16. Yang, Jin Young & Suh, Hyunduk, 2023. "Heterogeneous effects of macroprudential policies on firm leverage and value," International Review of Financial Analysis, Elsevier, vol. 86(C).
    17. Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    18. Park, Sungmin & Kim, Young-Han, 2023. "The impact of macroprudential policy on inequality and implications for inclusive financial stability," Journal of Banking & Finance, Elsevier, vol. 146(C).
    19. Simona Malovana & Jan Janku & Martin Hodula, 2023. "Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution," Working Papers 2023/3, Czech National Bank.
    20. Alin Marius Andries & Florentina Melnic, 2019. "Macroprudential Policies And Economic Growth," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 23, pages 95-112, June.
    21. Cokayne, Graeme & Gerba, Eddie & Kuchler, Andreas & Pank Roulund, Rasmus, 2024. "“Thank me later”: Why is (macro)prudence desirable?," Journal of Financial Stability, Elsevier, vol. 71(C).
    22. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
    23. Panagiotis Konstantinou & Anastasios Rizos & Artemis Stratopoulou, 2023. "The dynamic effect of macroprudential policies on income inequality: some evidence," Economics and Business Letters, Oviedo University Press, vol. 12(3), pages 248-265.
    24. Lindokuhle Talent Zungu & Lorraine Greyling, 2022. "Exploring the Dynamic Shock of Unconventional Monetary Policy Channels on Income Inequality: A Panel VAR Approach," Social Sciences, MDPI, vol. 11(8), pages 1-22, August.
    25. Yang Zhou & Shigeto Kitano, 2024. "Effects of Capital Flow Management Measures on Wealth Inequality: New Evidence from Counterfactual Estimators," Discussion Paper Series DP2024-30, Research Institute for Economics & Business Administration, Kobe University, revised Dec 2024.

  10. Jean-François Carpantier & Christelle Sapata, 2016. "Empirical welfare analysis: when preferences matter," Post-Print hal-01821127, HAL.

    Cited by:

    1. Olivier Bargain, 2017. "Welfare analysis and redistributive policies," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(4), pages 393-419, December.
    2. Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André Decoster, 2020. "Nonparametric welfare analysis for discrete choice: levels and differences of individual and social welfare," Working Papers of Department of Economics, Leuven 674666, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    3. Harun Onder & Pierre Pestieau & Gregory Ponthiere, 2019. "Equivalent income versus equivalent lifetime: does the metric matter?," Erudite Working Paper 2019-05, Erudite.
    4. Picchio, Matteo & Valletta, Giacomo, 2015. "Welfare Evaluation of the 1986 Tax Reform for Married Couples in the United States," IZA Discussion Papers 9378, Institute of Labor Economics (IZA).
    5. Marc Fleurbaey & Gregory Ponthiere, 2023. "Measuring well-being and lives worth living," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1247-1266, May.
    6. Akay, Alpaslan & Bargain, Olivier B. & Jara, Xavier, 2017. "'Fair' Welfare Comparisons with Heterogeneous Tastes: Subjective versus Revealed Preferences," IZA Discussion Papers 10908, Institute of Labor Economics (IZA).
    7. Decoster, André & Vanheukelom, Toon & Capéau, Bart & Maes, Sebastiaan, 2018. "Piecemeal modelling of the effects of joint direct and indirect tax reforms," EUROMOD Working Papers EM14/18, EUROMOD at the Institute for Social and Economic Research.

  11. Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022. "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, vol. 38(1), pages 51-73.
    2. Jean HINDRIKS & Yukihiro NISHIMURA, 2016. "Equilibrium Leadership in Tax Competiton Models with Capital Ownership: A Rejoinder," LIDAM Reprints CORE 2758, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Mengheng Li & Ivan Mendieta-Munoz, 2019. "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series 2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    4. Didier Nibbering, 2023. "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers 19/23, Monash University, Department of Econometrics and Business Statistics.
    5. Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
    6. Graziano Moramarco, 2021. "Regime-Switching Density Forecasts Using Economists' Scenarios," Papers 2110.13761, arXiv.org, revised Feb 2024.
    7. Hwu Shih-Tang & Kim Chang-Jin, 2024. "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 177-199, April.
    8. Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
    9. Balandraud, Eric & Queyranne, Maurice & Tardella, Fabio, 2015. "Largest minimally inversion-complete and pair-complete sets of permutations," LIDAM Discussion Papers CORE 2015009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. I. G. Ukpong & K. G. Balcombe & I. M. Fraser & F. J. Areal, 2019. "Preferences for Mitigation of the Negative Impacts of the Oil and Gas Industry in the Niger Delta Region of Nigeria," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(2), pages 811-843, October.
    11. Didier Nibbering, 2024. "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 481-497, April.
    12. Hou, Chenghan, 2017. "Infinite hidden markov switching VARs with application to macroeconomic forecast," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1025-1043.
    13. Jin, Xin & Maheu, John M. & Yang, Qiao, 2022. "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, vol. 228(2), pages 302-321.
    14. Chiara Lattanzi & Manuele Leonelli, 2019. "A changepoint approach for the identification of financial extreme regimes," Papers 1902.09205, arXiv.org.
    15. DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    16. Vrins, F. & Jeanblanc, M., 2015. "The [phi]-Martingale," LIDAM Discussion Papers CORE 2015022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    17. Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    18. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
    19. Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.
    20. Arnaud Dufays & Zhuo Li & Jeroen V.K. Rombouts & Yong Song, 2021. "Sparse change‐point VAR models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 703-727, September.
    21. Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.

  12. Vincent BODART & Jean-François CARPANTIER, 2014. "Real Exchange Rates and Skills," LIDAM Discussion Papers IRES 2014005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).

  13. Jacques Drèze & Alain Durré & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Post-Print hal-01821135, HAL.

    Cited by:

    1. Jörg Bibow, 2013. "Lost at Sea:The Euro Needs a Euro Treasury," FMG Special Papers sp227, Financial Markets Group.

  14. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. John M. Maheu & Qiao Yang, 2015. "An Infinite Hidden Markov Model for Short-term Interest Rates," Working Paper series 15-05, Rimini Centre for Economic Analysis.
    2. Jia Liu & John M. Maheu, 2018. "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 297-318, April.

  15. Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Post-Print hal-01821138, HAL.

    Cited by:

    1. Zulfiya Fanurovna Ibragimova & Marina Valeryevna Frants, 2020. "Inequality of Opportunities: The Role of the Spatial Factor," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 4, pages 44-67.
    2. Aristizábal-Ramírez, María & Canavire Bacarreza, Gustavo J. & Jetter, Michael, 2015. "Income Inequality in Bolivia, Colombia, and Ecuador: Different Reasons," IZA Discussion Papers 9210, Institute of Labor Economics (IZA).
    3. Jeffrey Zax, 2016. "Provincial valuations of human capital in urban China, inter-regional inequality and the implicit value of a Guangdong hukou," ERSA conference papers ersa16p693, European Regional Science Association.
    4. Andrew J. Hussey & Michael Jetter & Dianne McWilliam, 2021. "The Fundamental Determinants of Economic Inequality in Average Income Across Countries: The Declining Role of Political Institutions," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 104-133, March.
    5. Andrew J. Hussey & Michael Jetter & Dianne McWilliam, 2017. "Explaining Inequality Between Countries: The Declining Role of Political Institutions," CESifo Working Paper Series 6320, CESifo.

  16. Gautier M. Krings & Jean-Franc{c}ois Carpantier & Jean-Charles Delvenne, 2013. "Trade integration and trade imbalances in the European Union: a network perspective," Papers 1309.4156, arXiv.org.

    Cited by:

    1. Mr. Alexei P Kireyev & Andrei Leonidov, 2016. "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers 2016/130, International Monetary Fund.
    2. DI SUMMA, Marco, 2013. "The convex hull of the all-different system with the inclusion property: a simple proof," LIDAM Discussion Papers CORE 2013069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Deepika Srivastava & M. Rahul, 2024. "Network analysis of trade and FDI," SN Business & Economics, Springer, vol. 4(1), pages 1-27, January.
    4. Theophilos Papadimitriou & Periklis Gogas & Fotios Gkatzoglou, 2022. "The Convergence Evolution in Europe from a Complex Networks Perspective," JRFM, MDPI, vol. 15(10), pages 1-14, October.

  17. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Discussion Papers CORE 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. NESTEROV, Yurii & NEMIROVSKI, Arkadi, 2012. "Finding the stationary states of Markov chains by iterative methods," LIDAM Discussion Papers CORE 2012058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. You‐How Go & Jia‐Jun Teo & Kam Fong Chan, 2023. "The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1559-1575, November.
    3. Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
    4. Wen, Danyan & Wang, Yudong & Ma, Chaoqun & Zhang, Yaojie, 2020. "Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?," Resources Policy, Elsevier, vol. 69(C).
    5. Yu, Lean & Zha, Rui & Stafylas, Dimitrios & He, Kaijian & Liu, Jia, 2020. "Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models," International Review of Financial Analysis, Elsevier, vol. 68(C).
    6. Loïc Maréchal, 2021. "Do economic variables forecast commodity futures volatility?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1735-1774, November.

  18. CARPANTIER, Jean-François & SAPATA, Christelle, 2012. "Unfair inequalities in France: A regional comparison," LIDAM Discussion Papers CORE 2012038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Andrew Hussey & Michael Jetter, 2017. "Long term trends in fair and unfair inequality in the United States," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1147-1163, March.
    2. Jacques H. DREZE, 2016. "Existence and multiplicity of temporary equilibria under nominal price rigidities," LIDAM Reprints CORE 2814, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Dehez Pierre & Poukens Sophie, 2014. "The Shapley Value as a Guide to FRAND Licensing Agreements," Review of Law & Economics, De Gruyter, vol. 10(3), pages 265-284, November.
    4. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
    5. ROELS, Guillaume & CHEVALIER, Philippe & WEI, Ying, 2012. "United we stand? Coordinating capacity investment and allocation in joint ventures," LIDAM Discussion Papers CORE 2012045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  19. Vincent BODART & Jean-François CARPANTIER & Vanessa LUTGEN & Joël MACHADO & Catherine SMITH, 2012. "Perspectives économiques 2012," Regards économiques 94, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Mizanur Rahman, S.M. & Kim, Junbeum & Lerondel, Gilles & Bouzidi, Youcef & Nomenyo, Komla & Clerget, Laure, 2017. "Missing research focus in end-of-life management of light-emitting diode (LED) lamps," Resources, Conservation & Recycling, Elsevier, vol. 127(C), pages 256-258.

  20. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," LIDAM Discussion Papers CORE 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Jacques H. DREZE, 2016. "Existence and multiplicity of temporary equilibria under nominal price rigidities," LIDAM Reprints CORE 2814, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Huchet, Nicolas & Fam, Papa Gueye, 2016. "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, vol. 37(C), pages 49-65.
    3. BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014. "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE 2641, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. ROELS, Guillaume & CHEVALIER, Philippe & WEI, Ying, 2012. "United we stand? Coordinating capacity investment and allocation in joint ventures," LIDAM Discussion Papers CORE 2012045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Loïc Maréchal, 2021. "Do economic variables forecast commodity futures volatility?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1735-1774, November.

  21. BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE 2011006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014. "Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization," Emerging Markets Review, Elsevier, vol. 19(C), pages 96-105.
    2. Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
    3. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan, 2017. "Dynamic spillover between commodities and commodity currencies during United States Q.E," Energy Economics, Elsevier, vol. 66(C), pages 399-410.
    4. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
    5. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019. "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 121-129.
    6. Mutiu Gbade Rasaki, 2017. "A Bayesian Estimation of DSGE Model for the Nigerian Economy," EuroEconomica, Danubius University of Galati, issue 2(36), pages 145-158, November.
    7. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    8. Arsham Reisinezhad, 2020. "Does income inequality feed the Dutch disease?," Working Papers halshs-03012653, HAL.
    9. Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2015. "On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 110-127.
    10. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    11. Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
    12. Go, You-How & Lau, Wee-Yeap, 2021. "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    13. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    14. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On the Impact of Oil Price Volatility on the Real Exchange Rate - Terms of Trade Nexus : Revisiting Commodity Currencies," Working Papers 2013-40, CEPII research center.
    15. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    16. Bermpei, Theodora & Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2024. "Commodity currencies revisited: The role of global commodity price uncertainty," Journal of International Money and Finance, Elsevier, vol. 145(C).
    17. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    18. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    19. Citak, Yusuf Ensar & Masih, Mansur, 2017. "Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey," MPRA Paper 79453, University Library of Munich, Germany.
    20. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    21. Akram, Q. Farooq, 2020. "Oil price drivers, geopolitical uncertainty and oil exporters' currencies," Energy Economics, Elsevier, vol. 89(C).
    22. Rebeca Jiménez‐Rodríguez & Amalia Morales‐Zumaquero, 2020. "Impact of commodity prices on exchange rates in commodity‐exporting countries," The World Economy, Wiley Blackwell, vol. 43(7), pages 1868-1906, July.
    23. Martin Baumgaertner & Jens Klose, 2018. "Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis," MAGKS Papers on Economics 201812, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    24. Dauvin, Magali, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Energy: Resources and Markets 162418, Fondazione Eni Enrico Mattei (FEEM).
    25. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    26. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?," Post-Print halshs-02935658, HAL.
    27. Michel Beine & Serge Coulombe & Wessel Vermeulen, 2015. "Dutch Disease and the Mitigation: Evidence from Canadian Provinces," OxCarre Working Papers 151, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    28. Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016. "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , vol. 51(2), pages 162-179, May.
    29. Yang Liu & Tongshuai Qiao & Liyan Han, 2022. "Does clean energy matter? Revisiting the spillovers between energy and foreign exchange markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2068-2083, November.
    30. Baptista Palazzi, Rafael & Van Huellen, Sophie, 2024. "Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil," 2024 Annual Meeting, July 28-30, New Orleans, LA 343668, Agricultural and Applied Economics Association.
    31. Muhamad, Goran M. & Heshmati, Almas & Khayyat, Nabaz T., 2021. "How to reduce the degree of dependency on natural resources?," Resources Policy, Elsevier, vol. 72(C).
    32. Tashu, Melesse, 2018. "Determinantes del Tipo de Cambio Real de Equilibrio en Perú: ¿Es el sol una moneda commodity?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 36, pages 9-30.
    33. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
    34. Michel Beine & Serge Coulombe & Wessel N. Vermeulen, 2015. "Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces," Economic Journal, Royal Economic Society, vol. 125(589), pages 1574-1615, December.
    35. Melesse Tashu, 2015. "Drivers of Peru's Equilibrium Real Exchange Rate: Is the Nuevo Sol a Commodity Currency?," IMF Working Papers 2015/026, International Monetary Fund.
    36. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2023. "What moves commodity terms-of-trade? Evidence from 178 countries," Journal of Commodity Markets, Elsevier, vol. 32(C).
    37. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.
    38. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
    39. Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies and Monetary Policy," NBER Working Papers 25076, National Bureau of Economic Research, Inc.
    40. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," Working Papers hal-04141574, HAL.
    41. Benedictow, Andreas & Hammersland, Roger, 2023. "Transition risk of a petroleum currency," Economic Modelling, Elsevier, vol. 128(C).
    42. Wang, Wenhao & Cheung, Yin-Wong, 2023. "Commodity price effects on currencies," Journal of International Money and Finance, Elsevier, vol. 130(C).
    43. Go, You-How & Lau, Wee-Yeap, 2024. "Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    44. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
    45. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.
    46. Kai Chen & Dongwon Lee, 2023. "Commodity currency reactions and the Dutch disease: the role of capital controls," Empirical Economics, Springer, vol. 65(5), pages 2065-2089, November.
    47. Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.

  22. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc, 2014. "Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization," Emerging Markets Review, Elsevier, vol. 19(C), pages 96-105.
    2. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Bachmeier, Lance, 2019. "Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches," Energy Economics, Elsevier, vol. 81(C), pages 1011-1028.
    3. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
    4. Vincent Bodart & Jean-François Carpantier, 2019. "Currency Collapses and Output Dynamics in Commodity Dependent Countries," LIDAM Discussion Papers IRES 2019011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    5. Tamru, Seneshaw & Minten, Bart & Swinnen, Johan F.M., 2019. "Trade, value chains, and rent distribution with foreign exchange controls: Coffee exports in Ethiopia," ESSP working papers 136, International Food Policy Research Institute (IFPRI).
    6. Jean-François Carpantier, 2019. "Commodity Prices In Empirical Research," LIDAM Discussion Papers IRES 2020021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    7. Krzysztof Drachal, 2018. "Exchange Rate and Oil Price Interactions in Selected CEE Countries," Economies, MDPI, vol. 6(2), pages 1-21, May.
    8. Jin, Jiayu & Han, Liyan & Xu, Yang, 2022. "Does the SDR stabilize investing in commodities?," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 160-172.
    9. Aktolkin Abubakirova & Lyazzat Kudabayeva & Gulnar Abdulina & Aliya Zurbayeva & Indira Tazhiyeva, 2021. "Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 345-351.
    10. Tran, Thi Anh-Dao & Phi, Minh Hong & Thai, Long, 2020. "Global value chains and the missing link between exchange rates and export diversification," International Economics, Elsevier, vol. 164(C), pages 194-205.
    11. Ewees, Ahmed A. & Elaziz, Mohamed Abd & Alameer, Zakaria & Ye, Haiwang & Jianhua, Zhang, 2020. "Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility," Resources Policy, Elsevier, vol. 65(C).
    12. Dongwon Lee & Yu-chin Chen, 2014. "What Makes a Commodity Currency?," Working Papers 201420, University of California at Riverside, Department of Economics.
    13. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    14. Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
    15. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    16. Fernandes, Leonardo H.S. & Araújo, Fernando H.A., 2020. "Taxonomy of commodities assets via complexity-entropy causality plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    17. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    18. Adedoyin Isola Lawal, 2023. "The Nexus between Economic Growth, Energy Consumption, Agricultural Output, and CO 2 in Africa: Evidence from Frequency Domain Estimates," Energies, MDPI, vol. 16(3), pages 1-27, January.
    19. Ernesto R. Gantman & Marcelo P. Dabós, 2018. "Does trade openness influence the real effective exchange rate? New evidence from panel time-series," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 9(1), pages 91-113, March.
    20. Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
    21. Antonia Arsova, 2019. "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics 384, University of Lüneburg, Institute of Economics.
    22. Thi Anh-Dao Tran & Minh Hong Phi & Long Thai, 2020. "Global value chains and the missing link between exchange rates and export diversification," Post-Print halshs-02972341, HAL.
    23. Vincent Bodart & Jean-François Carpantier, 2020. "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES 2021003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    24. Zhao, Jue & Hosseini, Shahab & Chen, Qinyang & Jahed Armaghani, Danial, 2023. "Super learner ensemble model: A novel approach for predicting monthly copper price in future," Resources Policy, Elsevier, vol. 85(PB).
    25. Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
    26. Chen, Yu-chin & Lee, Dongwon, 2018. "Market power, inflation targeting, and commodity currencies," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 122-139.
    27. Chiang, Shu-Mei & Chen, Chun-Da & Huang, Chien-Ming, 2019. "Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 37-48.
    28. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," Working Papers hal-04141574, HAL.
    29. Wang, Wenhao & Cheung, Yin-Wong, 2023. "Commodity price effects on currencies," Journal of International Money and Finance, Elsevier, vol. 130(C).
    30. Ahmed, Abdullahi D. & Mmolainyane, Kelesego K., 2014. "Financial integration, capital market development and economic performance: Empirical evidence from Botswana," Economic Modelling, Elsevier, vol. 42(C), pages 1-14.
    31. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
    32. Kai Chen & Dongwon Lee, 2023. "Commodity currency reactions and the Dutch disease: the role of capital controls," Empirical Economics, Springer, vol. 65(5), pages 2065-2089, November.
    33. Alameer, Zakaria & Elaziz, Mohamed Abd & Ewees, Ahmed A. & Ye, Haiwang & Jianhua, Zhang, 2019. "Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm," Resources Policy, Elsevier, vol. 61(C), pages 250-260.
    34. Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.

  23. CARPANTIER, Jean - François, 2010. "Commodities inventory effect," LIDAM Discussion Papers CORE 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. CARPANTIER, Jean-François & SAMKHARADZE, Besik, 2012. "The asymmetric commodity inventory effect on the optimal hedge ratio," LIDAM Discussion Papers CORE 2012020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Bauwens, L. & Hafner C. & Laurent, S., 2011. "Volatility Models," LIDAM Discussion Papers ISBA 2011044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
      • BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," LIDAM Discussion Papers CORE 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bauwens, L. & Hafner, C. & Laurent, S., 2012. "Volatility Models," LIDAM Reprints ISBA 2012028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
    4. Behmiri, Niaz Bashiri & Manera, Matteo, 2015. "The role of outliers and oil price shocks on volatility of metal prices," Resources Policy, Elsevier, vol. 46(P2), pages 139-150.
    5. Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius, 2015. "Stress-testing for portfolios of commodity futures," Economic Modelling, Elsevier, vol. 50(C), pages 9-18.
    6. Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016. "How is volatility in commodity markets linked to oil price shocks?," Energy Economics, Elsevier, vol. 59(C), pages 11-23.
    7. PIERRET, Diane, 2013. "The systemic risk of energy markets," LIDAM Discussion Papers CORE 2013018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. Svetlana Borovkova & Diego Mahakena, 2015. "News, volatility and jumps: the case of natural gas futures," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1217-1242, July.

Articles

  1. Bodart, Vincent & Carpantier, Jean-François, 2023. "Currency crises in emerging countries: The commodity factor," Journal of Commodity Markets, Elsevier, vol. 30(C).
    See citations under working paper version above.
  2. Amar, J. & Lecourt, C. & Carpantier, J.F., 2022. "GCC Sovereign Wealth Funds: Why do they take control?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    See citations under working paper version above.
  3. Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
    See citations under working paper version above.
  4. Bodart, V. & Carpantier, J.-F., 2020. "Currency collapses and output dynamics in commodity dependent countries," Emerging Markets Review, Elsevier, vol. 42(C).
    See citations under working paper version above.
  5. Carpantier Jean-Francois & Litina Anastasia, 2019. "Dissecting the act of god: an exploration of the effect of religiosity on economic activity," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-25, June.
    See citations under working paper version above.
  6. Carpantier, J.-F. & Vermeulen, W.N., 2018. "Emergence of sovereign wealth funds," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 1-21.
    See citations under working paper version above.
  7. Carpantier, Jean-Francois & Olivera, Javier & Van Kerm, Philippe, 2018. "Macroprudential policy and household wealth inequality," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 262-277.
    See citations under working paper version above.
  8. Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 162-182, April.
    See citations under working paper version above.
  9. Jean-François Carpantier & Christelle Sapata, 2016. "Empirical welfare analysis: when preferences matter," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 46(3), pages 521-542, March.
    See citations under working paper version above.
  10. Bodart, Vincent & Carpantier, Jean-François, 2016. "Real exchange rates and skills," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 305-319.
    See citations under working paper version above.
  11. Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
    See citations under working paper version above.
  12. Jacques Drèze & Alain Durré & Jacques Drèze & Jean-François Carpantier, 2014. "Fiscal Integration and Growth Stimulation in Europe," Recherches économiques de Louvain, De Boeck Université, vol. 80(2), pages 5-45.
    See citations under working paper version above.
  13. Gautier M Krings & Jean-François Carpantier & Jean-Charles Delvenne, 2014. "Trade Integration and Trade Imbalances in the European Union: A Network Perspective," PLOS ONE, Public Library of Science, vol. 9(1), pages 1-14, January.
    See citations under working paper version above.
  14. Jean‐Francois Carpantier & Besik Samkharadze, 2013. "The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(9), pages 868-888, September.
    See citations under working paper version above.
  15. Jean-François Carpantier & Christelle Sapata, 2013. "An Ex-Post View of Inequality of Opportunity in France and its Regions," Journal of Labor Research, Springer, vol. 34(3), pages 281-311, September.
    See citations under working paper version above.
  16. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

  1. Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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