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subject:"USA"
~isPartOf:"Energy economics"
~subject:"Bayes-Statistik"
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Search: subject_exact:"Cyclical component"
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USA
Bayes-Statistik
Time series analysis
203
Zeitreihenanalyse
203
Oil price
82
Ölpreis
82
Forecasting model
69
Prognoseverfahren
69
Volatility
69
Volatilität
69
Estimation
58
Schätzung
58
Theorie
54
Theory
54
Welt
47
World
47
ARCH model
30
ARCH-Modell
30
Electricity price
30
Strompreis
30
Energiekonsum
27
Energy consumption
27
Cointegration
25
Commodity derivative
24
Electric power industry
24
Elektrizitätswirtschaft
24
Kointegration
24
Oil market
24
Rohstoffderivat
24
Ölmarkt
24
State space model
20
Zustandsraummodell
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Forecast
18
Prognose
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Börsenkurs
17
Share price
17
Causality analysis
16
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16
Kausalanalyse
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English
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Gupta, Rangan
3
Pierdzioch, Christian
2
Çepni, Oğuzhan
2
Adelman, Morris Albert
1
Bagnai, Alberto
1
Balcilar, Mehmet
1
Bennedsen, Mikkel
1
Bonato, Matteo
1
Chai, Jian
1
Chevallier, Julien
1
Czudaj, Robert
1
Dalbec, Nathan
1
Drachal, Krzysztof
1
Duangnate, Kannika
1
Ewing, Bradley T.
1
Hillebrand, Eric
1
Hoang, Thi Hong Van
1
Huang, Yisu
1
Kalashnikov, V. V.
1
Klarl, Torben
1
Koopman, Siem Jan
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Lammerding, Marc
1
Li, Yang
1
Li, Yuze
1
Lu, Quanying
1
Ma, Feng
1
Malik, Farooq
1
Matis, T. I.
1
Miljkovic, Dragan
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Miller, Stephen M.
1
Mjelde, James W.
1
Mongeau Ospina, Christian Alexander
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Ozfidan, Ozkan
1
Pan, Zhiyuan
1
Pienaar, Daniel
1
Pérez-Valdés, G. A.
1
Shahzad, Syed Jawad Hussain
1
Shively, Thomas S.
1
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
International journal of forecasting
92
Discussion paper / Tinbergen Institute
61
Working paper / National Bureau of Economic Research, Inc.
58
Journal of econometrics
57
Applied economics
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Economics letters
45
Journal of applied econometrics
45
Working paper
43
Journal of forecasting
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Journal of macroeconomics
38
The review of economics and statistics
37
Discussion paper / Centre for Economic Policy Research
32
Journal of money, credit and banking : JMCB
32
The journal of futures markets
29
The journal of finance : the journal of the American Finance Association
27
CAMA working paper series
26
Journal of monetary economics
26
CESifo working papers
25
Economic modelling
25
Journal of economic dynamics & control
20
CREATES research paper
19
Econometric reviews
19
Macroeconomic dynamics
19
Econometric Institute research papers
18
Finance and economics discussion series
18
Applied economics letters
17
Applied financial economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The review of financial studies
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Oxford bulletin of economics and statistics
16
Working paper series / European Central Bank
16
NBER working paper series
15
American journal of agricultural economics
14
Computational economics
14
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ECONIS (ZBW)
20
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1
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
2
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
3
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
4
Renewable energy consumption and industrial production : a disaggregated time-frequency analysis for the U.S.
Hoang, Thi Hong Van
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
85
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012510291
Saved in:
5
Crude oil price analysis and forecasting : a perspective of "new triangle"
Lu, Quanying
;
Li, Yuze
;
Chai, Jian
;
Wang, Shouyang
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512285
Saved in:
6
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:
7
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:
8
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
9
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
Saved in:
10
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
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