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subject:"Theorie"
subject:"Zeitreihenanalyse"
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ECONIS (ZBW)
113
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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
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:
3
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:
4
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:
5
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483600
Saved in:
6
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:
7
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
8
Modeling peak electricity demand : a semiparametric approach using weather-driven cross-temperature response functions
Miller, J. Isaac
;
Nam, Kyungsik
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477456
Saved in:
9
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:
10
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
Saved in:
11
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
12
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
13
Forecasting crude oil prices with shrinkage methods : can nonconvex penalty and Huber loss help?
Xing, Li-Min
;
Zhang, Yue-jun
- In:
Energy economics
110
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013349910
Saved in:
14
Conditional capital surplus and shortfall across renewable and non-renewable resource firms
Irawan, Denny
;
Okimoto, Tatsuyoshi
- In:
Energy economics
112
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013350233
Saved in:
15
Deregulation, efficiency and policy determination : an analysis of Australia's electricity distribution sector
Lee, Boon
;
Wilson, Clevo
;
Simshauser, Paul
;
Majiwa, Eucabeth
- In:
Energy economics
98
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012821995
Saved in:
16
Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal
;
O'Sullivan, Conall
;
Spencer, Simon
- In:
Energy economics
100
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
Saved in:
17
Per capita carbon emissions convergence in developing Asia : a century of evidence from covariate unit root test with endogenous structural breaks
Matsuki, Takashi
;
Pan, Lei
- In:
Energy economics
99
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012939403
Saved in:
18
The sources of regulated productivity in Chinese power plants : an estimation of the restricted cost function combined with DEA approach
Du, Minzhe
;
Liu, Yunxiao
;
Wang, Bing
;
Lee, Myunghun
; …
- In:
Energy economics
100
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939607
Saved in:
19
Asymmetric responses of consumer spending to energy prices : a threshold VAR approach
Knotek, Edward S.
;
Zaman, Saeed
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816279
Saved in:
20
Estimating income and price elasticities of residential electricity demand with Autometrics
Pellini, Elisabetta
- In:
Energy economics
101
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013161509
Saved in:
21
Revisiting the environmental Kuznets curve in China : a spatial dynamic panel data approach
Chang, Hsuan-Yu
;
Wang, Wei
;
Yu, Jihai
- In:
Energy economics
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013364235
Saved in:
22
A new way of measuring the WTI-Brent spread : globalization, shock persistence and common trends
Bravo Caro, José Manuel
;
Golpe, Antonio A.
;
Iglesias, …
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012506088
Saved in:
23
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
24
Time-varying persistence in real oil prices and its determinant
Kruse, Robinson
;
Wegener, Christoph
- In:
Energy economics
85
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
Saved in:
25
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
26
An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm
Piersanti, Giovanni
;
Piersanti, Mirko
;
Cicone, Antonio
; …
- In:
Energy economics
92
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012519649
Saved in:
27
Estimating retail gasoline price dynamics : the effects of sample characteristics and research design
Deltas, George
;
Polemis, Michael
- In:
Energy economics
92
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012520025
Saved in:
28
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
29
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
30
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
31
Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur
;
Broadstock, David C.
;
Chen, Xiaoqi
; …
- In:
Energy economics
82
(
2019
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
Saved in:
32
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
33
Wide-range estimation of various substitution elasticities for CES production functions at the sectoral level
Antoszewski, Michał
- In:
Energy economics
83
(
2019
),
pp. 272-289
Persistent link: https://www.econbiz.de/10012175423
Saved in:
34
Can stale oil price news predict stock returns?
Narayan, Paresh Kumar
- In:
Energy economics
83
(
2019
),
pp. 430-444
Persistent link: https://www.econbiz.de/10012176160
Saved in:
35
Foreign exchange shocks and gasoline consumption
Ghoddusi, Hamed
;
Morovati, Mohammad
;
Rafizadeh, Nima
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012181976
Saved in:
36
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Energy economics
78
(
2019
),
pp. 165-173
Persistent link: https://www.econbiz.de/10012159915
Saved in:
37
Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-jun
;
Wang, Jin-Li
- In:
Energy economics
78
(
2019
),
pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
Saved in:
38
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
39
Pricing German Energiewende products : intraday cap/floor futures
Hinderks, W. J.
;
Wagner, Andreas
- In:
Energy economics
81
(
2019
),
pp. 287-296
Persistent link: https://www.econbiz.de/10012172724
Saved in:
40
The asymmetric response of gasoline prices to oil price shocks and policy uncertainty
Kang, Wensheng
;
Perez de Gracia, Fernando
;
Ratti, Ronald A.
- In:
Energy economics
77
(
2019
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012306347
Saved in:
41
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
42
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
43
El Niño, La Niña, and a cup of Joe
Sephton, Peter S.
- In:
Energy economics
84
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012183407
Saved in:
44
How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-jun
;
Ma, Shu-Jiao
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183423
Saved in:
45
The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
46
Interval decomposition ensemble approach for crude oil price forecasting
Sun, Shaolong
;
Sun, Yuying
;
Wang, Shouyang
;
Wei, Yunjie
- In:
Energy economics
76
(
2018
),
pp. 274-287
Persistent link: https://www.econbiz.de/10011976631
Saved in:
47
Forecasting the prices of crude oil : an iterated combination approach
Zhang, Yaojie
;
Ma, Feng
;
Shi, Benshan
;
Huang, Dengshi
- In:
Energy economics
70
(
2018
),
pp. 472-483
Persistent link: https://www.econbiz.de/10011942869
Saved in:
48
Asymmetries, outliers and structural stability in the US gasoline market
Bagnai, Alberto
;
Mongeau Ospina, Christian Alexander
- In:
Energy economics
69
(
2018
),
pp. 250-260
Persistent link: https://www.econbiz.de/10011941284
Saved in:
49
Contract durations in the electricity market : causal impact of 15 min trading on the EPEX SPOT market
Märkle-Huß, Joscha
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Energy economics
69
(
2018
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011941350
Saved in:
50
Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan
;
Wang, Qing
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
72
(
2018
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
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