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Crude oil prices : trends and forecast / / Noureddine Krichene ; authorized for distribution by Benedicte Vibe Christensen
| Crude oil prices : trends and forecast / / Noureddine Krichene ; authorized for distribution by Benedicte Vibe Christensen |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 pages) : illustrations |
| Disciplina | 338.232820112 |
| Altri autori (Persone) | ChristensenBenedicte Vibe |
| Collana | IMF working paper |
| Soggetto topico | Petroleum products - Prices - Forecasting |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463999903321 |
Krichene Noureddine
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene
| Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 pages) : illustrations |
| Disciplina | 338.232820112 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices - Forecasting
Investments: Energy Inflation Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Energy: General Commodity Markets Investment & securities Oil prices Asset prices Oil Commodity prices Petroleum industry and trade |
| ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788237603321 |
|
Krichene Noureddine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene
| Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 pages) : illustrations |
| Disciplina | 338.232820112 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices - Forecasting
Investments: Energy Inflation Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Energy: General Commodity Markets Investment & securities Oil prices Asset prices Oil Commodity prices Petroleum industry and trade |
| ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Recent Evolution of Oil Prices -- III. Modeling Oil Prices as Levy Process -- IV. Oil Price Process as Normal Inverse Gaussian Process -- V. Estimation of Oil Price Process as a Normal Inverse Gaussian Process -- VI. Market Incompleteness and Esscher Transform -- VII. Density Forecast of Crude Oil Prices: The Inverse Problem -- VIII. Conclusions -- Tables -- 1. Descriptive Statistics for Oil Price Returns -- 2. Oil Price as Normal Inverse Distribution, Parameterization -- 3. Oil Price as Normal Inverse Distribution, Parameterization -- Figures -- 1. Oil Daily Futures Prices, January 2000-October 2007 -- 2a. Empirical Distribution of Oil Price Returns 2000M1-2003M4 -- 2b. Empirical Distribution of Oil Price Returns, 2003M5-2007M10 -- 3. Oil Price Returns GARCH(1.1) Volatility, January 2000-October 2007 -- References. |
| Record Nr. | UNINA-9910818879503321 |
|
Krichene Noureddine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Islamic capital markets : theory and practice / / Noureddine Krichene
| Islamic capital markets : theory and practice / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | Singapore ; ; Hoboken, N.J., : Wiley, 2013 |
| Descrizione fisica | 1 online resource (xxv, 718 pages) : illustrations |
| Disciplina |
332.091767
332.6088297 |
| Collana | Wiley finance/Islamic finance series |
| Soggetto topico |
Investments - Religious aspects - Islam
Investments - Islamic countries Banks and banking - Islamic countries Capital market - Islamic countries Financial instruments - Islamic countries Finance (Islamic law) Bonds - Islamic countries |
| ISBN |
1-119-19910-7
1-283-86939-X 1-118-24714-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Islamic Capital Markets: Theory and Practice; Copyright; Contents; Preface; Why Islamic Finance?; Why Money and Finance?; Why Stress Capital Theory?; Audience; Overview of the Contents; Acknowledgments; Glossary of Arabic Terms; Part One: Islamic Capital Markets: Tools of Securities Investment, Asset Pricing, Risk Management, and Portfolio Performance; Chapter 1: Capital Theory and Islamic Capital Markets; On the Nature of Capital; On the Nature of Interest and Profit; Capital Theory in Islamic Finance; Time Preference and Capital Markets; Standard Intertemporal Consumer Theory
Equilibrium Market Rate Capital Productivity: The Intertemporal Production Opportunity Set; General Equilibrium: Time Preference and Capital Productivity; Intertemporal Exchange-Production Model; Equilibrium Market Rate of Return; Model of Capital as a Subsistence Fund; Capital as an Engine of Growth; The Capital Market and the Economy; Definition of the Sectors; National Income and Products Accounts; Flow-of-Funds Accounts; The Markets; The Intermediation Role of the Capital Market; Summary; References; Questions; Chapter 2: Portfolio Theory and Risk-Return Tradeoff; Market Uncertainty Graphical Description of Uncertainty: Highly Volatile Capital Markets Measuring Risk and Return; Portfolio Diversification Theory; Mean-Variance Efficiency Frontier; Investor's Risk Preferences: Utility Function and Indifference Curves; A Portfolio Diversification Model; Portfolio Diversification in the Case of Two Risky Assets; A Model of a Riskless Asset and a Risky Asset; The Capital Market Line; Tobin's Two-Fund Theorem; Asset Pricing Based on Risk-Return Tradeoff; Systematic and Unsystematic Risk; The Capital Asset Pricing Model (CAPM); The Security Market Line Efficiency Frontier, Capital Market Line, Characteristic Line, and Security Market Line The Cost of Capital Based on the Capital Asset Pricing Model; Summary; References; Questions; Chapter 3: The Analytics of Sukuks; Valuation of an Asset; Present Value of a Cash Flow; Simple Compounding and Continuous Compounding; Valuation of Sukuks; Yield to Maturity; Reinvestment of Sukuk Coupons; The Par Yield; Zero-Coupon Sukuk; Spot Rates and Forward Rates; Spot Rates; Forward Rates; Arbitrage-Free Forward Rates; Forward Rate Agreements; Pricing Forward Rate Agreements The Term Structure of Rates of Return Types of Yield Curve; Theories of Term Structure; Unbiased Market Expectations (Pure Expectations) Theory; Liquidity Premium Theory; Market Segmentation Theory; Preferred Habitat Theory; Sukuk Duration; Definition of Duration; Properties of Duration; Duration and Sukuk Price Volatility; Sukuk Convexity; Definition of Convexity; Properties of Convexity; Immunization of Sukuk Portfolio; Cash-Flow Matching; Duration Matching; Application of Duration to Immunization; Hedging with Futures Contracts; Understand Risks in Sukuks; Summary; References; Questions Chapter 4: Islamic Stocks |
| Record Nr. | UNINA-9910141359603321 |
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Krichene Noureddine
|
||
| Singapore ; ; Hoboken, N.J., : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
World crude oil markets [[electronic resource] ] : monetary policy and the recent oil shock / / prepared by Noureddine Krichene
| World crude oil markets [[electronic resource] ] : monetary policy and the recent oil shock / / prepared by Noureddine Krichene |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, African Dept., 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Petroleum products - Prices
Foreign exchange rates Interest rates Monetary policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3568-3
1-4527-1281-6 1-283-51466-4 1-4519-0858-X 9786613827111 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Content""; ""I. INTRODUCTION""; ""II. OIL PRICE VOLATILITY""; ""III. THE DEMAND AND SUPPLY OF CRUDE OIL""; ""IV. ROLE OF MONETARY POLICY IN THE OIL MARKETS""; ""V. SOLUTION OF THE SEM""; ""VI. CONCLUSIONS""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464853903321 |
|
Krichene Noureddine
|
||
| [Washington, D.C.], : International Monetary Fund, African Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
World Crude Oil Markets : : Monetary Policy and the Recent Oil Shock / / Noureddine Krichene
| World Crude Oil Markets : : Monetary Policy and the Recent Oil Shock / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Petroleum products - Prices
Foreign exchange rates Interest rates Monetary policy Investments: Energy Inflation Macroeconomics Economic Theory Energy: Demand and Supply Prices Energy: General Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Price elasticity Supply shocks Petroleum industry and trade Supply and demand |
| ISBN |
1-4623-3568-3
1-4527-1281-6 1-283-51466-4 1-4519-0858-X 9786613827111 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Content""; ""I. INTRODUCTION""; ""II. OIL PRICE VOLATILITY""; ""III. THE DEMAND AND SUPPLY OF CRUDE OIL""; ""IV. ROLE OF MONETARY POLICY IN THE OIL MARKETS""; ""V. SOLUTION OF THE SEM""; ""VI. CONCLUSIONS""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788701303321 |
|
Krichene Noureddine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
World Crude Oil Markets : : Monetary Policy and the Recent Oil Shock / / Noureddine Krichene
| World Crude Oil Markets : : Monetary Policy and the Recent Oil Shock / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Petroleum products - Prices
Foreign exchange rates Interest rates Monetary policy Investments: Energy Inflation Macroeconomics Economic Theory Energy: Demand and Supply Prices Energy: General Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Price elasticity Supply shocks Petroleum industry and trade Supply and demand |
| ISBN |
1-4623-3568-3
1-4527-1281-6 1-283-51466-4 1-4519-0858-X 9786613827111 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Content""; ""I. INTRODUCTION""; ""II. OIL PRICE VOLATILITY""; ""III. THE DEMAND AND SUPPLY OF CRUDE OIL""; ""IV. ROLE OF MONETARY POLICY IN THE OIL MARKETS""; ""V. SOLUTION OF THE SEM""; ""VI. CONCLUSIONS""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910810746903321 |
|
Krichene Noureddine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||