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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Welt"
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Time series analysis
United States
Welt
Estimation
914
Schätzung
913
Volatility
225
Volatilität
225
Oil price
199
Ölpreis
199
Theorie
194
Theory
194
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90
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59
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Wang, Yudong
8
Ma, Feng
6
Hammoudeh, Shawkat
4
Lee, Chien-chiang
4
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4
Shahbaz, Muhammad
4
Wu, Chongfeng
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Balcilar, Mehmet
3
Gupta, Rangan
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Ji, Qiang
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Nonejad, Nima
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Smyth, Russell
3
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3
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2
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2
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Byrne, Joseph P.
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Carcel, Hector
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Chevallier, Julien
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Elton, Edwin J.
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2
Okunev, John
2
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2
Park, Donghyun
2
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Energy economics
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
1,765
Discussion paper / Centre for Economic Policy Research
585
Discussion paper series / IZA
545
Applied economics
494
CESifo working papers
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NBER working paper series
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NBER Working Paper
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Applied economics letters
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
228
Economics letters
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Journal of international money and finance
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The review of economics and statistics
197
The American economic review
185
Finance and economics discussion series
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
148
Discussion paper / Tinbergen Institute
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The North American journal of economics and finance : a journal of financial economics studies
114
Finance research letters
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111
Kiel working paper
110
The journal of futures markets
109
Journal of money, credit and banking : JMCB
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The review of financial studies
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
305
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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
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
6
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:
7
Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Ahmed, Rashad
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014489964
Saved in:
8
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
Saved in:
9
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
10
Spillover of energy commodities and inflation in G7 plus Chinese economies
Saeed, Asif
;
Chaudhry, Sajid M.
;
Arif, Ahmed
;
Ahmed, Rizwan
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014486554
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