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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Energy economics"
~subject:"Forecasting model"
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Time series analysis
United States
Forecasting model
Estimation
477
Schätzung
477
Oil price
160
Ölpreis
160
Volatility
125
Volatilität
125
Welt
108
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108
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81
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Ma, Feng
6
Wang, Yudong
5
Liu, Li
3
Nonejad, Nima
3
Zhang, Yue-jun
3
Balcilar, Mehmet
2
Chevallier, Julien
2
Deryugina, Tatyana
2
Gupta, Rangan
2
Levitt, Steven D.
2
Liao, Yin
2
Lu, Xinjie
2
Narayan, Paresh Kumar
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Salisu, Afees A.
2
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2
Smyth, Russell
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Sun, Yuying
2
Turner, Lesley J.
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Wei, Yu
2
Xu, Yahua
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Zaman, Saeed
2
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2
Zhang, Yaojie
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Ademuyiwa, Idris
1
Aghababa, Hajar
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Aizer, Anna
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Alam, Md. Samsul
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An, Haizhong
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1
Barnichon, Regis
1
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American economic journal : a journal of the American Economic Association
Energy economics
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
131
Finance research letters
120
Journal of econometrics
114
International journal of forecasting
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
85
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
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Journal of banking & finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
64
Journal of empirical finance
61
Journal of financial economics
47
Discussion papers / CEPR
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Journal of economic dynamics & control
45
Journal of forecasting
41
Journal of international money and finance
39
Research in international business and finance
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SpringerLink / Bücher
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Journal of applied econometrics
38
Pacific-Basin finance journal
36
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric reviews
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The American economic review
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Journal of macroeconomics
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Academy of Management journal : AMJ
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
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Computational economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
152
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152
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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
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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6
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:
7
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
Saved in:
8
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
9
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:
10
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
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