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subject:"Räumliche Interaktion"
~isPartOf:"Energy economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"ARCH model"
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Search: subject_exact:"Autocovariance"
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Räumliche Interaktion
ARCH model
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Qu, Hui
2
Abdlaziz, Rizgar Abdlkarim
1
Abidi, Ilyes
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Adamu, Peter
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Ambya, Ambya
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Barbaglia, Luca
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Croux, Christophe
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Duan, Qingling
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Kesumah, Fajrin Satria Dwi
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Khalid Bin Abdul Rahim
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Li, Guo
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Wisnu, Febryan Kusuma
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Energy economics
International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
30
Regional science & urban economics
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Economics letters
16
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12
Discussion paper / Tinbergen Institute
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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International regional science review
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The journal of real estate finance and economics
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International review of financial analysis
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Spatial econometric interaction modelling
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Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
2
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
3
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
4
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
5
Oil and food prices co-intergration nexus for Indonesia : a non-linear autoregressive distributed lag analysis
Abdlaziz, Rizgar Abdlkarim
;
Khalid Bin Abdul Rahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 82-87
Persistent link: https://www.econbiz.de/10011448235
Saved in:
6
Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets
Qu, Hui
;
Duan, Qingling
;
Niu, Mengyi
- In:
Energy economics
74
(
2018
),
pp. 767-776
Persistent link: https://www.econbiz.de/10011972967
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