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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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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
Börsenkurs
85
Share price
85
Energiekonsum
82
Energy consumption
82
ARCH model
69
ARCH-Modell
69
Prognoseverfahren
69
Capital income
68
Kapitaleinkommen
68
Panel
63
Panel study
63
Cointegration
62
Kointegration
62
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
Time series analysis
54
Zeitreihenanalyse
54
Commodity derivative
49
Oil market
49
Rohstoffderivat
49
Economic growth
47
Erdöl
47
Petroleum
47
Wirtschaftswachstum
46
Ölmarkt
46
Aktienmarkt
44
China
44
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Article
172
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171
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171
Conference paper
1
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English
172
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Ma, Feng
6
Wang, Yudong
5
Santa-Clara, Pedro
4
Liu, Li
3
Maio, Paulo
3
Nonejad, Nima
3
Wu, Liuren
3
Aloui, Chaker
2
Balcilar, Mehmet
2
Chemmanur, Thomas J.
2
Chevallier, Julien
2
Karolyi, G. Andrew
2
Kim, Don H.
2
Lee, Chien-chiang
2
Liao, Yin
2
Lu, Xinjie
2
Post, Thierry
2
Ritter, Jay
2
Salisu, Afees A.
2
Shahzad, Syed Jawad Hussain
2
Sorescu, Sorin M.
2
Wei, Yu
2
Xu, Yahua
2
Zhang, Dayong
2
Zhang, Yaojie
2
Zhang, Yue-jun
2
Ademuyiwa, Idris
1
Agarwal, Vikas
1
Ahn, Dong-Hyun
1
Alam, Md. Samsul
1
Allee, John M.
1
An, Haizhong
1
Asimakopoulos, Panagiotis
1
Asimakopoulos, Stylianos
1
Babbs, Simon H.
1
Bagnai, Alberto
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bali, Turan G.
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
84
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
172
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21
Do natural hazards in the Gulf Coast still matter for state-level natural gas prices in the US? : Evidence after the shale gas boom
Huang, Kuan-Ming
;
Etienne, Xiaoli Liao
- In:
Energy economics
98
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012872614
Saved in:
22
Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal
;
O'Sullivan, Conall
;
Spencer, Simon
- In:
Energy economics
100
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
Saved in:
23
Forecasting regional long-run energy demand : a functional coefficient panel approach
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
96
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012817942
Saved in:
24
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
25
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
26
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
27
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
28
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
29
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
30
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
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