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subject:"USA"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Business cycle"
~subject:"Share price"
~subject:"United Kingdom"
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USA
Business cycle
Share price
United Kingdom
Estimation
945
Schätzung
940
Volatility
244
Volatilität
244
Theorie
241
Theory
241
Estimation theory
234
Schätztheorie
234
Oil price
195
Ölpreis
195
Time series analysis
169
Zeitreihenanalyse
169
Panel
155
Panel study
155
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
Welt
125
World
125
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116
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116
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114
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104
Regressionsanalyse
104
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98
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98
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91
Capital income
90
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90
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82
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82
Cointegration
79
Kointegration
79
VAR model
59
VAR-Modell
59
Stochastic process
58
Stochastischer Prozess
58
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57
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English
227
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Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Andersen, Torben
3
Balcilar, Mehmet
3
Bollerslev, Tim
3
Ghysels, Eric
3
Gupta, Rangan
3
Koop, Gary
3
Park, Sung Y.
3
Wang, Yazhen
3
Wang, Yudong
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Bouri, Elie
2
Chang, Chun Ping
2
Chevallier, Julien
2
Diebold, Francis X.
2
Guo, Yawei
2
Hammoudeh, Shawkat
2
Joo, Young C.
2
Lee, Chien-chiang
2
Ma, Feng
2
Mroz, Thomas A.
2
Narayan, Paresh Kumar
2
Nonejad, Nima
2
Otero, Jesús G.
2
Park, Joon Y.
2
Pesaran, M. Hashem
2
Ren, Xiaohang
2
Ryu, Hang-keun
2
Salisu, Afees A.
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Valkanov, Rossen I.
2
Xiao, Jihong
2
Xie, Qichang
2
Xiu, Dacheng
2
Yoon, Seong-min
2
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Energy economics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,612
Discussion paper series / IZA
701
Discussion paper / Centre for Economic Policy Research
524
Applied economics
488
NBER working paper series
410
NBER Working Paper
325
Applied economics letters
298
CESifo working papers
291
Economic modelling
220
Working paper
201
Applied financial economics
199
Finance and economics discussion series
185
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
The review of economics and statistics
178
Economics letters
172
The American economic review
167
The journal of finance : the journal of the American Finance Association
159
Journal of banking & finance
157
Discussion paper
155
International review of economics & finance : IREF
151
Finance research letters
149
IZA Discussion Paper
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
International review of financial analysis
130
The North American journal of economics and finance : a journal of financial economics studies
130
Journal of international money and finance
129
Journal of applied econometrics
124
The journal of futures markets
118
Journal of monetary economics
111
Journal of money, credit and banking : JMCB
109
Journal of empirical finance
106
Journal of financial economics
105
Journal of economic dynamics & control
102
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
100
Journal of international financial markets, institutions & money
100
Journal of macroeconomics
99
The review of financial studies
99
Discussion paper / Tinbergen Institute
98
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ECONIS (ZBW)
227
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227
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
5
Does adhering to the principles of green finance matter for stock valuation? : evidence from testing for (co-)explosiveness
Basse, Tobias
;
Karmani, Majdi
;
Rjiba, Hatem
;
Wegener, …
- In:
Energy economics
123
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014476536
Saved in:
6
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:
7
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:
8
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
9
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:
10
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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