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Mircea Diavor

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Open access Jul 2026

Asymetric Shocks and Long-Memory Volatility: An Egarch Approach to Global Oil and Local Import Dynamics

This study investigates the volatility dynamics of commodity import prices in Republic of Moldova and global Brent crude oil prices, employing advanced econometric models to enhance understanding of risk in small open economies and energy markets. Utilizing monthly data from 1992 to 2025 for Republic of Moldova's Commo...

Mircea Diavor, Ion Pârțachi · 0 citations

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