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Stress-testing for portfolios of commodity futures. (2015). Paraschiv, Florentina ; AndrieÈ™, Alin Marius ; Mudry, Pierre-Antoine .
In: Economic Modelling.
RePEc:eee:ecmode:v:50:y:2015:i:c:p:9-18.

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  1. The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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  2. Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

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  3. Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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  4. Portfolio stress testing applied to commodity futures. (2020). Skjelstad, Margrethe Ringkjob ; Reese, Stine Marie ; Paraschiv, Florentina.
    In: Computational Management Science.
    RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00370-9.

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  5. A Comprehensive Stability Indicator for Banks. (2020). Vo, Duc ; Powell, Robert.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:1:p:13-:d:315737.

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  6. Financialization and the macroeconomy. Theory and empirical evidence. (2019). Reyes-Ortiz, Luis ; Lagoarde-Segot, Thomas ; Gimet, Celine.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:89-110.

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  7. A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies. (2018). Spada, Matteo ; Burgherr, Peter ; Paraschiv, Florentina.
    In: Energy.
    RePEc:eee:energy:v:154:y:2018:i:c:p:277-288.

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  8. Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÜSS, ; Aepli, Matthias D.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

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  9. U.S. MONETARY POLICY, COMMODITY PRICES AND THE FINANCIALIZATION HYPOTHESIS. (2017). HENNANI, Rachida ; Fam, Papa Gueye ; Huchet, Nicolas.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2017:j:20:famp.

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