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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~source:"econis"
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Forecasting model
United States
Estimation
615
Schätzung
615
Oil price
194
Ölpreis
194
Volatility
155
Volatilität
155
Welt
132
World
132
USA
111
Theorie
105
Theory
105
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85
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82
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69
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Prognoseverfahren
69
Capital income
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63
Panel study
63
Cointegration
62
Kointegration
62
Greenhouse gas emissions
56
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56
Time series analysis
54
Zeitreihenanalyse
54
Commodity derivative
49
Oil market
49
Rohstoffderivat
49
Economic growth
47
Erdöl
47
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46
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46
Aktienmarkt
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Conference paper
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English
172
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Ma, Feng
6
Wang, Yudong
5
Santa-Clara, Pedro
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Liu, Li
3
Maio, Paulo
3
Nonejad, Nima
3
Wu, Liuren
3
Aloui, Chaker
2
Balcilar, Mehmet
2
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2
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2
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2
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2
Post, Thierry
2
Ritter, Jay
2
Salisu, Afees A.
2
Shahzad, Syed Jawad Hussain
2
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2
Wei, Yu
2
Xu, Yahua
2
Zhang, Dayong
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2
Zhang, Yue-jun
2
Ademuyiwa, Idris
1
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1
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1
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Energy economics
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,507
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
418
Applied economics
320
Applied economics letters
188
NBER working paper series
186
Finance and economics discussion series
183
CESifo working papers
182
The review of economics and statistics
172
Working paper
162
International journal of forecasting
156
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
NBER Working Paper
131
Journal of banking & finance
124
Economic modelling
123
Journal of applied econometrics
118
Applied financial economics
117
Journal of econometrics
114
Economics letters
112
Journal of forecasting
112
Journal of international money and finance
106
Finance research letters
105
Journal of financial economics
103
The journal of futures markets
101
The review of financial studies
94
International review of economics & finance : IREF
91
Journal of money, credit and banking : JMCB
90
Discussion paper
86
Journal of empirical finance
85
The North American journal of economics and finance : a journal of financial economics studies
85
International review of financial analysis
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Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
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ECONIS (ZBW)
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
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2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
3
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:
4
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
5
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
6
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
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7
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482808
Saved in:
8
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:
9
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:
10
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
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