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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Cointegration"
~subject:"Theory"
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Time series analysis
United States
Cointegration
Theory
Estimation
914
Schätzung
913
Volatility
225
Volatilität
225
Oil price
199
Ölpreis
199
Theorie
194
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176
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176
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163
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154
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130
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90
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82
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79
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79
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78
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78
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77
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74
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74
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66
Risk premium
66
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59
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59
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56
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56
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56
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357
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Ma, Feng
5
Wang, Yudong
5
Prokopczuk, Marcel
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Caporin, Massimiliano
3
Hammoudeh, Shawkat
3
Liao, Yin
3
Narayan, Paresh Kumar
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
3
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3
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2
Ang, Beng-wah
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
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2
Elton, Edwin J.
2
Feng, Guohua
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
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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
Moreno, Manuel
2
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2
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2
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2
Pal, Debdatta
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Energy economics
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
1,745
Discussion paper series / IZA
672
Applied economics
663
Discussion paper / Centre for Economic Policy Research
633
NBER working paper series
597
NBER Working Paper
515
CESifo working papers
428
Applied economics letters
410
Economic modelling
373
Working paper
318
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
313
Economics letters
304
Journal of econometrics
252
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Journal of international money and finance
222
Journal of applied econometrics
211
International review of economics & finance : IREF
209
The review of economics and statistics
203
Finance and economics discussion series
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Discussion paper
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188
The American economic review
188
Discussion paper / Tinbergen Institute
186
IZA Discussion Paper
182
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166
The journal of finance : the journal of the American Finance Association
163
Journal of economic dynamics & control
158
Europäische Hochschulschriften / 5
142
The North American journal of economics and finance : a journal of financial economics studies
141
Discussion papers / CEPR
140
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
137
The empirical economics letters : a monthly international journal of economics
134
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130
Journal of monetary economics
129
Journal of money, credit and banking : JMCB
127
Macroeconomic dynamics
123
International journal of economics and financial issues : IJEFI
120
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ECONIS (ZBW)
357
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357
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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
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:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
Rational disposition effects : theory and evidence
Dorn, Daniel
;
Strobl, Günter
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490096
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
9
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
10
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
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