E-LIB Suche - Ergebnisse für: Bagnarosa, Guillaume

1

Media influences on corn futures pricing:

Zhou, Xinquan ; Bagnarosa, Guillaume ; Dowling, Michael.
European Review of Agricultural Economics. 51 (2024) 2 - p. 399-435 , 2024

Link: https://doi.org/10.1093/..

2

Microstructure and high-frequency price discovery in the so..:

Zhou, Xinquan ; Bagnarosa, Guillaume ; Gohin, Alexandre..
Journal of Commodity Markets. 30 (2023) - p. 100314 , 2023

Link: https://doi.org/10.1016/..

3

On the dependence structure of European vegetable oil marke..:

Menier, Romain ; Bagnarosa, Guillaume ; Gohin, Alexandre
Applied Economics. , 2023

Link: https://doi.org/10.1080/..

4

A Dynamic Stochastic Integrated Climate–Economic Spatiotemp..:

Gao, Suikai ; Bagnarosa, Guillaume ; Peters, Gareth W...
North American Actuarial Journal. 28 (2023) 1 - p. 27-56 , 2023

Link: https://doi.org/10.1080/..

5

Commodity risk in European dairy firms:

Bagnarosa, Guillaume ; Cummins, Mark ; Dowling, Michael.
European Review of Agricultural Economics. 49 (2021) 1 - p. 151-181 , 2021

Link: https://doi.org/10.1093/..

6

Price transmission in European fish markets:

Gao, Suikai ; Bagnarosa, Guillaume ; Dowling, Michael..
Applied Economics. 54 (2021) 19 - p. 2194-2213 , 2021

Link: https://doi.org/10.1080/..

7

Which risk factors drive oil futures price curves?:

Ames, Matthew ; Bagnarosa, Guillaume ; Matsui, Tomoko..
Energy Economics. 87 (2020) - p. 104676 , 2020

Link: https://doi.org/10.1016/..

8

Factor-Augmented Bayesian Cointegration Models: A Case-Stud..:

Marowka, Maciej ; Peters, Gareth W. ; Kantas, Nikolas.
Journal of the Royal Statistical Society Series C: Applied Statistics. 69 (2020) 2 - p. 483-500 , 2020

Link: https://doi.org/10.1111/..

9

Understanding the interplay between covariance forecasting ..:

Ames, Matthew ; Bagnarosa, Guillaume ; Peters, Gareth W..
Journal of Forecasting. 37 (2018) 8 - p. 805-831 , 2018

Link: https://doi.org/10.1002/..

10

Do cointegrated commodities bubble together? the case of ho..:

Alexakis, Christos ; Bagnarosa, Guillaume ; Dowling, Michael
Finance Research Letters. 23 (2017) - p. 96-102 , 2017

Link: https://doi.org/10.1016/..

11

Violations of uncovered interest rate parity and internatio..:

Ames, Matthew ; Bagnarosa, Guillaume ; Peters, Gareth W.
Journal of International Money and Finance. 73 (2017) - p. 162-187 , 2017

Link: https://doi.org/10.1016/..

12

Upside and Downside Risk Exposures of Currency Carry Trades..:

, In: Innovations in Quantitative Risk Management; Springer Proceedings in Mathematics & Statistics,

Ames, Matthew ; Peters, Gareth W. ; Bagnarosa, Guillaume. - p. 163-181 , 2015

Link: https://doi.org/10.1007/..

13

Microstructure and high-frequency price discovery in the so..:

Zhou, Xinquan ; Bagnarosa, Guillaume ; Gohin, Alexandre..
https://edepot.wur.nl/629433. , 2023

Link: https://research.wur.nl/..

14

Commodity risk in European dairy firms:

Bagnarosa, Guillaume ; Cummins, Mark ; Dowling, Michael.
Bagnarosa , G , Cummins , M , Dowling , M & Kearney , F 2022 , ' Commodity risk in European dairy firms ' , European Review of Agricultural Economics , vol. 49 , no. 1 , pp. 151-181 . https://doi.org/10.1093/erae/jbab050. , 2022

Link: https://pure.qub.ac.uk/e..

15

Commodity risk in European dairy firms:

Bagnarosa, Guillaume ; Cummins, Mark ; Dowling, Michael.
https://strathprints.strath.ac.uk/82285/1/Barnarosa_etal_ERAE_2022_Commodity_risk_in_European_dairy.pdf. , 2022

Link: https://strathprints.str..