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Financial risk / Investment / Commodity price indices / Economic bubbles / Financial crises / Futures contract / Commodity price index / Asset allocation / Hedge / Economics / Financial economics / Finance


On the correlation between commodity and equity returns: implications for portfolio allocation, July 2013
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Document Date: 2013-07-23 10:50:00

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File Size: 876,96 KB

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City

Oslo / /

Company

Standard & Poor / Bloomberg / Statoil / Lehmann Bros. / /

Country

Switzerland / Norway / United States / /

Currency

pence / /

/

IndustryTerm

oil price / oil price shocks / commodity-related investment products / oil price changes / commodity-related products / estimation algorithm / oil / oil prices / francesco.ravazzolo@norges-bank.no / energy / /

MarketIndex

MSCI World / /

Organization

BI Norwegian Business School / Centre for Applied Macro and Petroleum / Norges Bank / Economic Department of the Bank for International Settlements / European Central Bank / Economic Department / /

Person

Lutz Kilian / Vega / Clark / Dubravko Mihaljek / Marco Lombardi / Marco J. Lombardi† Francesco Ravazzolo / Della Corte / /

Position

model / Rt / /

ProvinceOrState

Kansas / Minnesota / /

URL

www.bis.org / /

SocialTag