Journal of commodity markets · 2022 · 14 citations · 73 references
BusinessEconomicsFinanceAsset PricingCommodity MarketsFinancial EconomicsCommodity Price DynamicsCommodity Price RiskFutures MarketsMarket RiskOil EconomicsPricing Under UncertaintyCrude Oil MarketsCrude Oil PricingFutures Market RiskFutures Option PricingFutures Pricing TheoryOil Futures MarketsRisk Premia Decomposition
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Measuring Economic Policy Uncertainty*
Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text
The Impact of Uncertainty Shocks
Nicholas Bloom · Econometrica · 2009 · 5.7K citations
Forecasting, Structural Time Series Models and the Kalman Filter
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Computing, Mathematics, Forecasting +13
Parsimonious Modeling of Yield Curves
Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations
Kyle Jurado, Sydney C. Ludvigson, Serena Ng · American Economic Review · 2015 · 2.9K citations