Browsing Arbeidsnotater / Working Papers by Author "Lombardi, Marco J."
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Oil Price Density Forecasts: Exploring the Linkages with Stock Markets
Lombardi, Marco J.; Ravazzolo, Francesco (Working Papers;24/2012, Working paper, 2012)In the recent years several commentators hinted at an increase of the correlation between equity and commodity prices, and blamed investment in commodity-related products for this. First, this paper investigates such claims ...