IMF Publications by Author
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Noureddine Krichene:
2008
Title: Crude Oil Prices: Trends and Forecast
Series: Working Paper No. 2008/133
Date: May 1, 2008
Subject: Asset prices Commodity prices Inflation Oil Oil prices
Title: Recent Inflationary Trends in World Commodities Markets
Series: Working Paper No. 2008/130
Date: May 1, 2008
Subject: Commodity price indexes Commodity prices Inflation Oil prices Price indexes
2007
Title: An Oil and Gas Model
Series: Working Paper No. 2007/135
Date: June 1, 2007
Subject: Fuel prices Natural gas sector Oil Oil prices Price elasticity
2006
Title: Recent Dynamics of Crude Oil Prices
Series: Working Paper No. 2006/299
Date: December 1, 2006
Subject: Asset prices Commodities Financial institutions Futures Oil Oil prices Options Prices
Title: World Crude Oil Markets: Monetary Policy and the Recent Oil Shock
Series: Working Paper No. 2006/062
Date: March 1, 2006
Subject: Inflation Oil Oil prices Price elasticity Supply shocks
2005
Title: Subordinated Levy Processes and Applications to Crude Oil Options
Series: Working Paper No. 2005/174
Date: September 1, 2005
Subject: Asset prices Derivative markets Oil Oil prices Options
Title: A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets
Series: Working Paper No. 2005/032
Date: February 1, 2005
Subject: Natural gas sector Oil Oil prices Personal income Price elasticity
2004
Title: Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
Series: Working Paper No. 2004/196
Date: October 1, 2004
Subject: Asset prices Depreciation Exchange rates Options Reserve requirements
2003
Title: Modeling Stochastic Volatility with Application to Stock Returns
Series: Working Paper No. 2003/125
Date: June 1, 2003
Subject: Asset prices Bayesian models Monetary operations Stock markets Vector autoregression
1998
Title: Purchasing Power Parities in Five East African Countries: Burundi, Kenya, Rwanda, Tanzania, and Uganda
Series: Working Paper No. 1998/148
Date: October 1, 1998
Subject: Currencies Exchange rates Expenditure Foreign exchange Money Public investment and public-private partnerships (PPP) Purchasing power parity Real exchange rates