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subject:"Cointegration"
subject:"Wechselkurs"
~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
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Cointegration
Wechselkurs
Estimation
491
Schätzung
491
Oil price
165
Ölpreis
165
Volatility
160
Volatilität
160
Forecasting model
149
Prognoseverfahren
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43
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Hammoudeh, Shawkat
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
3
Balcilar, Mehmet
2
Chang, Chun Ping
2
Gupta, Rangan
2
Kumar, Pawan
2
Mitra, Subrata Kumar
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Otero, Jesús G.
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Pal, Debdatta
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Rodríguez-Caballero, Carlos Vladimir
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Aghababa, Hajar
1
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1
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1
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1
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Energy economics
International journal of forecasting
Economic modelling
78
Applied economics
70
Journal of international money and finance
61
International review of economics & finance : IREF
60
Applied economics letters
41
International journal of economics and finance
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
The North American journal of economics and finance : a journal of financial economics studies
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Research in international business and finance
37
Finance research letters
30
Global business review
30
International journal of finance & economics : IJFE
29
Discussion paper / Centre for Economic Policy Research
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Journal of international financial markets, institutions & money
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Economics letters
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Journal of international trade & economic development : an international and comparative review
22
International economic journal
20
Open economies review
20
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19
Journal of quantitative economics
19
Discussion papers / CEPR
18
Economic change & restructuring
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International review of financial analysis
17
Economic systems
16
Journal of banking & finance
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Macroeconomics and finance in emerging market economies
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Emerging markets, finance and trade : EMFT
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Tourism economics : the business and finance of tourism and recreation
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Economic research
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Panoeconomicus
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Theoretical economics letters
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Empirica : journal of european economics
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Global economy journal : GEJ
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
International journal of emerging markets
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A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
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2
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
3
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
Saved in:
4
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
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5
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
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6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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7
Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang
;
Zhan, Yanhong
;
Peng, Yiqi
;
Cai, Weiyi
- In:
Energy economics
105
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013201966
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8
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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9
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
10
Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Energy economics
116
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013542126
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