SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability
16 references·1 citing·44 second hop
The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability (2017)The Role of El Niño Southern Oscillation …Fair weather or foul? The macroeconomic effects of El Niño (2017)Fair weather or foul? The mac…Civil conflicts are associated with the global climate (2011)Civil conflicts are associate…Modelling Nonlinear Economic Time Series (2010)Modelling Nonlinear Economic …How sensitive are consumer expenditures to retail energy prices? (2009)How sensitive are consumer ex…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Time-Varying Smooth Transition Autoregressive Models (2003)Time-Varying Smooth Transitio…Late Victorian Holocausts: El Niño Famines and the Making of the Third World. By Mike Davis. London: Verso, 2001. x + 464 pp. Illustrations, maps, notes, index. Cloth $27.00, paper $20.00 (2003)Late Victorian Holocausts: El…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…How Persistent Are Shocks to World Commodity Prices? (1999)How Persistent Are Shocks to …Commodity Prices and Growth in Africa (1999)Commodity Prices and Growth i…Booms and Slumps in World Commodity Prices (1999)Booms and Slumps in World Com…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyCharacterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach (2022)El Niño, La Niña, and forecas…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty, and Investment (1990)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Panel Vector Autoregressive Models: A Survey (2013)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Economic Development with Unlimited Supplies of Labour (1954)The Strategy of Economic Development (1959)Natural Resource Abundance and Economic Growth (1995)Democracy, Public Expenditures, and the Poor: Understanding Political Incentives for Providing Public Services (2005)Natural resource abundance and economic growth revisited (2005)Volatility and the natural resource curse (2009)Economic Shocks and Civil Conflict: An Instrumental Variables Approach (2004)Collapse: how societies choose to fail or succeed (2005)Collapse: How Societies Choose to Fail or Succeed (2006)Crime, weather, and climate change (2014)Climate and Conflict (2015)Climate change and the Syrian civil war revisited (2017)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Do recessions permanently change output? (1993)A nonlinear approach to US GNP (1995)Asymptotic Inference about Predictive Ability (1996)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Macroeconomic Forecasting Using Diffusion Indexes (2002)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)The Dark Side of Democracy (2004)Climate change, human security and violent conflict (2007)Railroads of the Raj: Estimating the Impact of Transportation Infrastructure (2018)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Testing for a unit root in the nonlinear STAR framework (2002)Analysis of Financial Time Series (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 2011Civil conflicts are associated with the global climate770 cited
  • 2003Late Victorian Holocausts: El Niño Famines and the Making of the Third World. By Mike Davis. London: Verso, 2001. x + 464 pp. Illustrations, maps, notes, index. Cloth $27.00, paper $20.00708 cited
  • 1999Commodity Prices and Growth in Africa636 cited
  • 2009How sensitive are consumer expenditures to retail energy prices?580 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 2010Modelling Nonlinear Economic Time Series352 cited
  • 1999Booms and Slumps in World Commodity Prices314 cited
  • 1999How Persistent Are Shocks to World Commodity Prices?271 cited
  • 2017Fair weather or foul? The macroeconomic effects of El Niño

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

226 cited
  • 2003Time-Varying Smooth Transition Autoregressive Models224 cited
  • Cited by

    • 2022El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach26 cited