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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Entropie"
~subject:"Time series analysis"
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Entropie
Time series analysis
Entropy
22
Theorie
11
Theory
11
Transfer entropy
7
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Oil market
5
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2
Mastroeni, Loretta
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1
Aras, Güler
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1
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
29
Econometric reviews
24
European journal of operational research : EJOR
22
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
21
Economics letters
20
International journal of production research
19
International journal of theoretical and applied finance
19
Finance research letters
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Computational economics
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
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Advances in econometrics
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American journal of agricultural economics
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13
Physica A: Statistical Mechanics and its Applications
12
Applying maximum entropy to econometric problems
11
Applied economics
9
Finance and stochastics
9
International journal of production economics
9
Opsearch : journal of the Operational Research Society of India
9
Networks and spatial economics : a journal of infrastructure modeling and computation
8
Operations research
8
Decision analytics journal
7
Discussion paper series / IZA
7
Economic modelling
7
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
7
Journal of economic dynamics & control
7
Journal of economic interaction and coordination : JEIC
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Mathematics of operations research
7
TMD discussion paper
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Technological forecasting & social change : an international journal
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Discussion paper / Centre for Economic Policy Research
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Economic systems research : journal of the International Input-Output Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Efficient markets are more connected : an
entropy
-based analysis of the energy, industrial metal and financial markets
Wang, Xiaoyang
- In:
Energy economics
111
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013350177
Saved in:
2
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
3
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Mensi, Walid
;
Sensoy, Ahmet
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539024
Saved in:
4
Fuel poverty policy : go big or go home insulation
Best, Rohan
;
Sinha, Kompal
- In:
Energy economics
97
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012819367
Saved in:
5
Consumer welfare and climate change in Greenland
Affuso, Ermanno
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183476
Saved in:
6
Multiscale lead-lag relationships in oil and refined product return dynamics : a symbolic wavelet transfer
entropy
approach
Storhas, Dominik P.
;
De Mello, Lurion
;
Singh, Abhay Kumar
- In:
Energy economics
92
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012519989
Saved in:
7
Does OVX affect WTI and Brent oil spot variance? : evidence from an
entropy
analysis
Benedetto, Francesco
;
Mastroeni, Loretta
;
Quaresima, Greta
- In:
Energy economics
89
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012517069
Saved in:
8
An information theory perspective on the informational efficiency of gold price
Bariviera, Aurelio Fernández
;
Font-Ferrer, Alejandro
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203165
Saved in:
9
Information interdependence among energy, cryptocurrency and major commodity markets
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Krištoufek, …
- In:
Energy economics
81
(
2019
),
pp. 1042-1055
Persistent link: https://www.econbiz.de/10012173059
Saved in:
10
Information spillover across international real estate investment trusts : evidence from an
entropy
-based network analysis
Ji, Qiang
;
Marfatia, Hardik
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 103-113
Persistent link: https://www.econbiz.de/10012036610
Saved in:
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