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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Theory"
~type:"article"
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Time series analysis
United States
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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90
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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
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66
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59
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59
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56
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307
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Ma, Feng
5
Wang, Yudong
5
Prokopczuk, Marcel
4
Balcilar, Mehmet
3
Liao, Yin
3
Narayan, Paresh Kumar
3
Zhang, Yue-jun
3
Aloui, Chaker
2
Ang, Beng-wah
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2
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2
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2
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2
Liu, Xiaochun
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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Energy economics
Journal of banking & finance
Applied economics
579
Applied economics letters
345
Economic modelling
299
Economics letters
291
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
272
Journal of econometrics
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of international money and finance
209
Journal of applied econometrics
205
The review of economics and statistics
203
The American economic review
188
Applied financial economics
180
International review of economics & finance : IREF
177
The journal of finance : the journal of the American Finance Association
163
Journal of macroeconomics
157
Journal of economic dynamics & control
156
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
Journal of monetary economics
127
Journal of empirical finance
126
Journal of money, credit and banking : JMCB
125
The North American journal of economics and finance : a journal of financial economics studies
121
International journal of forecasting
117
Macroeconomic dynamics
117
Journal of financial economics
115
European economic review : EER
112
Journal of international economics
109
The journal of futures markets
109
Journal of urban economics
107
Finance research letters
104
International journal of finance & economics : IJFE
101
The economic journal : the journal of the Royal Economic Society
99
The review of financial studies
99
Econometric reviews
97
Journal of forecasting
96
American journal of agricultural economics
95
International review of financial analysis
94
Journal of political economy
93
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
307
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307
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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
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:
7
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:
8
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:
9
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
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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