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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Energy economics"
~isPartOf:"Journal of macroeconomics"
~subject:"Interest rate"
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Forecasting model
Interest rate
Estimation
826
Schätzung
826
Theorie
207
Theory
207
Oil price
195
Ölpreis
195
Volatility
162
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Ma, Feng
6
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5
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3
Nonejad, Nima
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Salisu, Afees A.
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2
Ferrell, Dana
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Lee, Chien-chiang
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Neri, Stefano
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1
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1
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1
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1
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The journal of economics
Energy economics
Journal of macroeconomics
International journal of forecasting
151
Applied economics
119
Journal of forecasting
108
Finance research letters
91
Economic modelling
90
Journal of banking & finance
90
Applied economics letters
74
Journal of empirical finance
74
Discussion paper / Centre for Economic Policy Research
71
International review of economics & finance : IREF
69
International review of financial analysis
67
Working paper / National Bureau of Economic Research, Inc.
67
NBER Working Paper
66
Journal of econometrics
65
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
61
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61
Journal of financial economics
60
Economics letters
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
CESifo working papers
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Journal of international money and finance
51
Applied financial economics
50
Finance and economics discussion series
46
Pacific-Basin finance journal
37
Journal of international financial markets, institutions & money
36
Discussion paper / Tinbergen Institute
34
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34
The European journal of finance
33
Discussion paper / Deutsche Bundesbank
32
Journal of applied econometrics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
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29
Journal of money, credit and banking : JMCB
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Research in international business and finance
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
96
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1
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:
2
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
3
Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Ahmed, Rashad
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014489964
Saved in:
4
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:
5
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
6
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
7
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
8
Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model
Zhao, Yinglan
;
Feng, Chen
;
Xu, Nuo
;
Peng, Song
;
Liu, Chang
- In:
Energy economics
126
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483640
Saved in:
9
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
10
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
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