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Boston College - Department of Economics
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Cointegration, Vector error correction models, Oil companies, Oil stock prices, Hydrocarbon fuels, Energy, Non-renewable resources, Environment
Constant conditional correlations, Dynamic conditional correlations, Multivariate GARCH models, Stock price indexes, Brent oil prices, Spot and futures prices, Multivariate cointegration, VECM
Oil prices, Product prices, Error correction models, Forecasting
EA and U.S. external adjustment, commodity markets, emerging markets
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commodity markets, EA and US external adjustment, emerging markets
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