IMF Publications by Author
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Krichene, Noureddine:
2008
Title: Crude Oil Prices : Trends and Forecast
Series: Working Paper No. 08/133
Date: May 1, 2008
Subject: Commodity prices Exchange rate depreciation Inflation Monetary policy
Title: Recent Inflationary Trends in World Commodities Markets
Series: Working Paper No. 08/130
Date: May 1, 2008
Subject: Commodity markets Commodity prices Consumer price indexes Developed countries Exchange rate depreciation External shocks Inflation Monetary policy
2007
Title: An Oil and Gas Model
Series: Working Paper No. 07/135
Date: June 1, 2007
Subject: Crude oil Demand Economic models Exchange rates Interest rates Monetary policy Natural gas Oil prices Oil shock Supply
2006
Title: Recent Dynamics of Crude Oil Prices
Series: Working Paper No. 06/299
Date: December 1, 2006
Subject: Crude oil Economic models Energy Oil prices Option pricing
Title: World Crude Oil Markets : Monetary Policy and the Recent Oil Shock
Series: Working Paper No. 06/62
Date: March 1, 2006
Subject: Crude oil Demand Exchange rates Interest rates Monetary policy Oil crisis Oil prices Oil shock Supply
2005
Title: Subordinated Levy Processes and Applications to Crude Oil Options
Series: Working Paper No. 05/174
Date: September 1, 2005
Subject: Option pricing
Title: A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets
Series: Working Paper No. 05/32
Date: February 1, 2005
Subject: Crude oil Demand Energy sector Interest rates Investment Natural gas Nominal effective exchange rate Output Prices Supply
2004
Title: Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
Series: Working Paper No. 04/196
Date: October 1, 2004
2003
Title: Modeling Stochastic Volatility with Application to Stock Returns
Series: Working Paper No. 03/125
Date: June 1, 2003