Global ETD Search
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Showing 1 to 1 of 1 for “"Commodity price comovement"”.
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ESSAYS ON THE MACROECONOMIC IMPACTS OF ENERGY AND COMMODITY MARKETS
… on the macroeconomic impacts of energy and commodity markets. The first essay studies the effects of U.S. energy shocks on international economic activity and the world oil market. I use a set of factor augmented vector autoregressions to identify and compare the impact of unanticipated …