연구동향 분석

예측오차의 확률분포에 기반한 국제유가 불확실성 분석

이서진 유종민 2022년

논문상세정보
인용/피인용
' 예측오차의 확률분포에 기반한 국제유가 불확실성 분석' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • Forecast error distribution
  • Oil price
  • survey forecast
  • uncertainty
  • 국제유가
  • 불확실성
  • 예측 오차
  • 유가 전망
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
752 0

0.0%

' 예측오차의 확률분포에 기반한 국제유가 불확실성 분석' 의 참고문헌

  • 한국경제에 미치는 유가충격의 시간-가변적 효과에 관한 연구
    차경수 [2018]
  • 유가변동에 따른 비대칭 경제파급효과 분석
    차경수 [2008]
  • 유가 불확실성이 주가수익률에 미치는 비대칭적 영향
    최완수 [2016]
  • 유가 불확실성이 국내 경제변수에 미치는 영향
    노산하 [2019]
  • 유가 불확실성과 주가지수 수익률: 비선형모형을 이용한 분석
    김상배 [2018]
  • 베이지안 변수선택을 이용한 한국 수익률곡선 추정
    구병수 [2020]
  • 국제유가 변동성 예측과 유가 확률분포 추정
    서유정 [2019]
  • Uncertainty, Currency Excess Returns, and Risk Reversals
    Husted, L [2018]
  • Time-varying oil price volatility and macroeconomic aggregates
    Plante, M [2012]
  • Time-Varying Effects of Oil Supply Shocks on the US Economy
  • The role of inventories and speculative trading in the Global market for crude oil
    Kilian, L [2014]
  • The effects of oil price uncertainty on global real economic activity
    Jo, S [2014]
  • The Impact of Oil Price Shocks on the U.S. Stock Market
    Kilian, L [2009]
  • Structural interpretation of vector autoregressions with incomplete identification: revisiting the role of oil supply and demand shocks
  • Regression shrinkage and selection via the Lasso
  • Quantitative assessment of U.S. bulk power systems and market operations during the COVID-19 pandemic
    Ruan, G [2021]
  • Oil prices and the stock market
    Ready, R. C [2018]
  • Oil price volatility and stock returns in the G7 Economies
    Diaz, E. M [2016]
  • Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index
    Luo, X [2017]
  • Oil price uncertainty
    Elder, J [2010]
  • Oil price shocks, global financial markets and their connectedness
    Demirer, R [2020]
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    Kilian, L. [2009]
  • Modeling fluctuations in the global demand for commodities
    Kilian, L [2018]
  • Measuring global economic activity
  • Measuring economic policy uncertainty
  • Measuring Uncertainty
    Jurado, K. [2015]
  • Measuring Geopolitical Risk
    Caldara, D [2018]
  • Macroeconomic Uncertainty Indices Based on Newscast and Forecast Error Distributions
    Rossi, B [2015]
  • Irreversibility, uncertainty, and cyclical investment
  • Interpreting the oil risk premium: Do oil price shocks matter?
    Valenti, D [2020]
  • Implied Volatility Relationships between Crude Oil and the U.S. Stock Markets: Dynamic Correlation and Spillover Effects
    Liu, Z [2020]
  • Handbook of Economic Forecasting, chapter 8
    Alquist, R [2011]
  • Foreign Exchange Rate Uncertainty in Korea
    이서진 [2020]
  • Forecasting Oil Price Realized Volatility Using Information Channels from Other Asset Classes
  • Foreca sting Volatility of the U.S. Oil Market
    Ha ugom, E [2014]
  • Exchange rate predictability: A variable selection perspective
    Kim, Y.M [2020]
  • Estimating and testing linear models with multiple structural changes
    Bai, J [1998]
  • Energy Markets and Global Economic Conditions