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Search: subject:"time series"
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Time series analysis
463
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462
Theorie
170
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170
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155
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155
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125
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Gupta, Rangan
9
Wang, Yudong
7
Weron, Rafał
7
Gil-Alaña, Luis A.
6
Liu, Li
6
Tiwari, Aviral Kumar
6
Benth, Fred Espen
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Narayan, Paresh Kumar
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Hunt, Lester C.
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Ma, Feng
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4
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4
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4
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3
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3
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3
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3
Hammoudeh, Shawkat
3
Huang, Zhuo
3
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3
Moosa, Imad A.
3
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3
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Qu, Hui
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2
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2
Arouri, Mohamed
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2
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Economic modelling
Energy economics
Journal of econometrics
681
International journal of forecasting
561
Economics letters
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Journal of forecasting
334
Applied economics
325
Discussion paper / Tinbergen Institute
325
Econometric theory
319
IMF Working Papers
297
Physica A: Statistical Mechanics and its Applications
268
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Applied economics letters
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Econometric reviews
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MPRA Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
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190
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178
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167
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164
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160
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
148
Working paper / National Bureau of Economic Research, Inc.
141
CESifo working papers
136
Computational economics
127
Discussion paper / Centre for Economic Policy Research
112
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110
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107
Cowles Foundation discussion paper
105
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105
Oxford bulletin of economics and statistics
105
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99
The econometrics journal
95
International Journal of Energy Economics and Policy : IJEEP
87
IMF Staff Country Reports
86
EUI working paper / ECO
85
Finance research letters
85
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
477
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1
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10
of
477
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
A stochastic
time-series
model for solar irradiation
Larsson, Karl
;
Green, Rikard
;
Benth, Fred Espen
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437109
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
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:
5
Revisiting
time
series
momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
6
Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection : an improved interval-valued
time
series
analysis mod...
Wang, Piao
;
Tao, Zhifu
;
Liu, Jinpei
;
Chen, Huayou
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247663
Saved in:
7
Forecasting day-ahead electricity prices : a comparison of
time
series
and neural network models taking external regressors into account
Lehna, Malte
;
Scheller, Fabian
;
Herwartz, Helmut
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202053
Saved in:
8
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
9
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
10
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
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