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isPartOf:"Applied economics"
~accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"Markov-Kette"
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Markov-Kette
Markov chain
72
Volatility
41
Volatilität
41
Estimation
36
Schätzung
36
ARCH model
23
ARCH-Modell
23
Oil price
19
Ölpreis
19
Forecasting model
17
Prognoseverfahren
17
Theorie
17
Theory
17
Time series analysis
16
Zeitreihenanalyse
16
Welt
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World
15
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13
Kapitaleinkommen
13
VAR model
10
VAR-Modell
10
Börsenkurs
9
Commodity derivative
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Rohstoffderivat
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Share price
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Aktienmarkt
8
Bayes-Statistik
8
Bayesian inference
8
Markov switching
8
Schock
8
Shock
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Stochastic process
8
Stochastischer Prozess
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Stock market
8
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China
7
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English
72
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Blazsek, Szabolcs
3
Gupta, Rangan
3
Ma, Feng
3
Shahzad, Syed Jawad Hussain
3
Balcilar, Mehmet
2
Bao Hoang Nguyen
2
Chevallier, Julien
2
Hammoudeh, Shawkat
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Ho, Han-Chiang
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Hou, Chenghan
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Ji, Qiang
2
Lu, Xinjie
2
Luo, Jiawen
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Sadorsky, Perry A.
2
Uddin, Mohammed Gazi Salah
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Wang, Peiming
2
Alam, Md Rafayet
1
Alba, Joseph Dennis
1
Alizadeh-Masoodian, Amir H.
1
Almansour, Abdullah
1
Aloui, Chaker
1
Alstadheim, Ragna
1
Apergēs, Nikolaos
1
Ausín, M. Concepción
1
Ayala, Astrid
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Aye, Goodness C.
1
Azhar Mohamad
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1
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1
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1
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1
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Applied economics
Energy economics
European journal of operational research : EJOR
133
Operations research letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Mathematics of operations research
50
Operations research
43
Journal of econometrics
41
Discussion paper / Centre for Economic Policy Research
40
International journal of production research
36
Computational economics
33
Journal of economic dynamics & control
32
Quantitative finance
32
Economics letters
31
Computers & operations research : and their applications to problems of world concern ; an international journal
30
Insurance / Mathematics & economics
29
Finance research letters
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Economic modelling
27
International journal of forecasting
26
Dynamic games and applications : DGA
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
International review of financial analysis
23
Applied economics letters
21
International review of economics & finance : IREF
20
Operational research : an international journal
20
Opsearch : journal of the Operational Research Society of India
20
The North American journal of economics and finance : a journal of financial economics studies
20
International journal of theoretical and applied finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of empirical finance
16
Research in international business and finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
IMA journal of management mathematics
14
Journal of forecasting
14
Journal of the Operational Research Society
14
Macroeconomic dynamics
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Econometric reviews
13
International journal of production economics
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ECONIS (ZBW)
72
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
4
Herd and causality dynamics between energy commodities and ethical investment : evidence from the different phases of the COVID-19 pandemic
Azhar Mohamad
;
Fromentin, Vincent
- In:
Energy economics
126
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483678
Saved in:
5
Financial stress and commodity price volatility
Chen, Louisa
;
Verousis, Thanos
;
Wang, Kai
;
Zhou, Zhiping
- In:
Energy economics
125
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485240
Saved in:
6
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
7
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
8
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
9
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
10
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
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