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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Energiekonsum"
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Forecasting model
Energiekonsum
Estimation
1,017
Schätzung
1,012
Theorie
256
Theory
256
Volatility
246
Volatilität
246
Estimation theory
235
Schätztheorie
235
Oil price
195
Ölpreis
195
Time series analysis
170
Zeitreihenanalyse
170
Panel
155
Panel study
155
USA
136
United States
136
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
Welt
127
World
127
Prognoseverfahren
124
Börsenkurs
115
Share price
115
Regression analysis
104
Regressionsanalyse
104
ARCH model
98
ARCH-Modell
98
Capital income
91
Kapitaleinkommen
91
Energy consumption
82
Cointegration
81
Kointegration
81
VAR model
60
VAR-Modell
60
Stochastic process
58
Stochastischer Prozess
58
Greenhouse gas emissions
57
Treibhausgas-Emissionen
57
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Undetermined
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Conference paper
2
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English
205
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Ma, Feng
6
Wang, Yudong
5
Liddle, Brantley
4
Miller, J. Isaac
4
Park, Joon Y.
4
Ang, Beng-wah
3
Chang, Yoosoon
3
Choi, Yongok
3
Fan, Jianqing
3
Kim, Chang Sik
3
Kim, Donggyu
3
Lee, Chien-chiang
3
Liu, Li
3
Mohammadi, Hassan
3
Nonejad, Nima
3
Shahzad, Syed Jawad Hussain
3
Ahmed, Rizwan
2
Alam, Md. Samsul
2
Aloui, Chaker
2
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Boogen, Nina
2
Evangelista, Rui
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Liao, Yin
2
Lu, Xinjie
2
Mahalik, Mantu Kumar
2
Patton, Andrew J.
2
Ramalho, Esmeralda A.
2
Russo, Benjamin
2
Salisu, Afees A.
2
Shahbaz, Muhammad
2
Sun, Yuying
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Wang, Shouyang
2
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The journal of economics
Energy economics
Journal of econometrics
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Applied economics
83
Journal of banking & finance
77
Economic modelling
73
International Journal of Energy Economics and Policy : IJEEP
73
Journal of empirical finance
65
International review of financial analysis
63
Applied economics letters
60
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
55
International review of economics & finance : IREF
55
Working paper
54
Working paper / National Bureau of Economic Research, Inc.
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
47
NBER working paper series
47
Economics letters
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
CESifo working papers
37
Discussion paper / Tinbergen Institute
34
Journal of international money and finance
34
Pacific-Basin finance journal
32
Finance and economics discussion series
31
Journal of applied econometrics
31
Journal of international financial markets, institutions & money
30
The European journal of finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Deutsche Bundesbank
24
Discussion papers / CEPR
24
Applied financial economics
23
International journal of finance & economics : IJFE
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
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ECONIS (ZBW)
205
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205
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
4
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? : because the electrification of energy services has saturated
Liddle, Brantley
;
Parker, Steven
;
Hasanov, Fakhri J.
- In:
Energy economics
125
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478830
Saved in:
7
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
8
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
9
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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