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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"VAR-Modell"
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Forecasting model
United States
VAR-Modell
Estimation
615
Schätzung
615
Oil price
194
Ölpreis
194
Volatility
155
Volatilität
155
Welt
132
World
132
USA
111
Theorie
105
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105
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85
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82
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69
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68
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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
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49
Economic growth
47
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47
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47
Wirtschaftswachstum
46
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46
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English
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Ma, Feng
6
Wang, Yudong
6
Liu, Li
4
Santa-Clara, Pedro
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Balcilar, Mehmet
3
Gupta, Rangan
3
Lee, Chien-chiang
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Maio, Paulo
3
Nonejad, Nima
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Thai-Ha Le
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3
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2
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2
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2
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2
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2
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2
Post, Thierry
2
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Salisu, Afees A.
2
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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.
1,513
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
425
Applied economics
371
CESifo working papers
223
Applied economics letters
213
Working paper
211
NBER working paper series
200
Finance and economics discussion series
189
Economic modelling
176
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
The review of economics and statistics
172
International journal of forecasting
156
Economics letters
155
The American economic review
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The journal of finance : the journal of the American Finance Association
148
NBER Working Paper
145
Journal of banking & finance
138
Journal of international money and finance
135
Journal of econometrics
130
Journal of applied econometrics
128
Applied financial economics
119
Finance research letters
118
Journal of forecasting
114
International review of economics & finance : IREF
111
Discussion paper
105
Journal of financial economics
104
The North American journal of economics and finance : a journal of financial economics studies
104
The journal of futures markets
104
Journal of money, credit and banking : JMCB
102
Journal of macroeconomics
99
The review of financial studies
95
International review of financial analysis
94
Journal of economic dynamics & control
94
Journal of empirical finance
94
Journal of monetary economics
85
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209
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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
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
4
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:
5
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:
6
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:
7
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
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8
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
Saved in:
9
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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10
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
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