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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"The American economic review"
~subject:"VAR-Modell"
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Forecasting model
United States
VAR-Modell
Estimation
780
Schätzung
780
Oil price
195
Ölpreis
195
USA
188
Theorie
152
Theory
152
Welt
151
World
151
Volatility
146
Volatilität
146
Energiekonsum
83
Energy consumption
83
Impact assessment
70
Wirkungsanalyse
70
ARCH model
66
ARCH-Modell
66
Börsenkurs
62
Cointegration
62
Kointegration
62
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62
Panel study
62
Share price
62
Economic growth
61
Wirtschaftswachstum
60
Greenhouse gas emissions
58
Treibhausgas-Emissionen
58
Prognoseverfahren
57
Schock
55
Shock
55
Time series analysis
54
Zeitreihenanalyse
54
Oil market
49
Commodity derivative
48
Rohstoffderivat
48
Erdöl
47
Petroleum
47
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46
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3
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Fallstudie
1
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English
275
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Ma, Feng
6
Wang, Yudong
6
Chang, Yongsung
4
Liu, Li
4
Schorfheide, Frank
4
Balcilar, Mehmet
3
Bils, Mark
3
Chetty, Raj
3
Friedman, John N
3
Gupta, Rangan
3
Kim, Sun-bin
3
Kurmann, André
3
Lee, Chien-chiang
3
Lubik, Thomas A.
3
Nonejad, Nima
3
Otrok, Christopher M.
3
Pistaferri, Luigi
3
Thai-Ha Le
3
Wu, Chongfeng
3
Aloui, Chaker
2
Ashenfelter, Orley
2
Beyer, Andreas
2
Blundell, Richard W.
2
Cai, Yifei
2
Card, David E.
2
Cascaldi-Garcia, Danilo
2
Chevallier, Julien
2
Farmer, Roger E. A.
2
Gorodnichenko, Yuriy
2
Haltiwanger, John C.
2
Hastings, Justine S.
2
Heckman, James J.
2
Ji, Qiang
2
Klenow, Peter J.
2
Li, Geng
2
Liao, Yin
2
Lochner, Lance
2
Lu, Xinjie
2
Maestas, Nicole
2
Moretti, Enrico
2
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Energy economics
The American economic review
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
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 financial and quantitative analysis : JFQA
88
Journal of monetary economics
85
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
275
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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:
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
Saved in:
7
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:
8
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
9
Asymmetric effects of energy inflation, agri-inflation and CPI on agricultural output : evidence from NARDL and SVAR models for the UK
Soliman, Alaa M.
;
Lau, Chi Keung
;
Cai, Yifei
;
Sarker, …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014480889
Saved in:
10
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
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