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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Energy economics"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation"
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Forecasting model
United States
VAR-Modell
Estimation
480
Schätzung
480
Oil price
194
Ölpreis
194
Volatility
142
Volatilität
142
Welt
117
World
117
Energiekonsum
82
Energy consumption
82
Theorie
75
Theory
75
ARCH model
66
ARCH-Modell
66
Panel
62
Panel study
62
Cointegration
61
Kointegration
61
Börsenkurs
60
Share price
60
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
Time series analysis
54
Zeitreihenanalyse
54
Prognoseverfahren
53
Oil market
49
Commodity derivative
48
Rohstoffderivat
48
Erdöl
47
Petroleum
47
Economic growth
46
Ölmarkt
46
Wirtschaftswachstum
45
China
44
Electric power industry
41
Elektrizitätswirtschaft
41
VAR model
40
Preiselastizität
38
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Undetermined
98
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Article
121
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Article in journal
120
Aufsatz in Zeitschrift
120
Conference paper
1
Konferenzbeitrag
1
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English
121
Author
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Ma, Feng
6
Wang, Yudong
6
Liu, Li
4
Balcilar, Mehmet
3
Gupta, Rangan
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Thai-Ha Le
3
Wu, Chongfeng
3
Aloui, Chaker
2
Cai, Yifei
2
Chevallier, Julien
2
Ji, Qiang
2
Liao, Yin
2
Lu, Xinjie
2
Park, Donghyun
2
Salisu, Afees A.
2
Shahzad, Syed Jawad Hussain
2
Wei, Yu
2
Xu, Yahua
2
Youngho, Chang
2
Zaman, Saeed
2
Zhang, Dayong
2
Zhang, Yaojie
2
Zhang, Yue-jun
2
Aastveit, Knut Are
1
Ademuyiwa, Idris
1
Alam, Md. Samsul
1
An, Haizhong
1
Antonakakis, Nikolaos
1
Arora, Vipin
1
Bagnai, Alberto
1
Bastianin, Andrea
1
Baumeister, Christiane
1
Beaumais, Olivier
1
Ben Salha, Ousama
1
Benk, Szilárd
1
Bentancor, Andrea
1
Bergstrom, John C.
1
Blair, Benjamin F.
1
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Energy economics
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
201
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 financial and quantitative analysis : JFQA
88
Journal of monetary economics
85
Discussion paper / Tinbergen Institute
82
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ECONIS (ZBW)
121
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11
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:
12
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:
13
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
Saved in:
14
Identifying money and inflation expectation shocks to real oil prices
Benk, Szilárd
;
Gillman, Max
- In:
Energy economics
126
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483561
Saved in:
15
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
Saved in:
16
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
17
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
Saved in:
18
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
Saved in:
19
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:
20
The dynamic impact among oil dependence volatility, the quality of political institutions, and government spending
Pazouki, Azadeh
;
Zhu, Xiaoxian
- In:
Energy economics
115
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013541697
Saved in:
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