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Search: subject:"Multivariate"
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Multivariate Verteilung
58
Multivariate distribution
58
Volatility
47
Volatilität
47
Oil price
44
Ölpreis
44
ARCH model
31
ARCH-Modell
31
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26
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26
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24
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Hammoudeh, Shawkat
8
Reboredo, Juan Carlos
6
Mensi, Walid
5
Nguyen, Duc Khuong
5
Yoon, Seong-min
5
Ji, Qiang
4
Uddin, Mohammed Gazi Salah
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Aloui, Riadh
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Bouri, Elie
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2
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2
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2
Hasanov, Akram Shavkatovich
2
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2
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2
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1
Abdelradi, Fadi
1
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1
Alola, Andrew Adewale
1
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1
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Energy economics
Insurance / Mathematics & economics
157
Journal of econometrics
123
European journal of operational research : EJOR
108
Applied economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economic modelling
70
Discussion paper / Tinbergen Institute
68
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62
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The North American journal of economics and finance : a journal of financial economics studies
50
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49
Journal of risk and financial management : JRFM
47
SFB 649 discussion paper
44
Journal of forecasting
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Journal of the American Statistical Association : JASA
41
Working paper
41
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Applied economics letters
34
Journal of empirical finance
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Computational economics
33
International journal of theoretical and applied finance
33
Organizational research methods : ORM
33
Technological forecasting & social change : an international journal
33
International review of economics & finance : IREF
32
The European journal of finance
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion paper / Center for Economic Research, Tilburg University
30
Computers & operations research : and their applications to problems of world concern ; an international journal
28
Quantitative finance
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Journal of applied econometrics
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Econometric Institute research papers
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ECONIS (ZBW)
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1
From point forecasts to
multivariate
probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver
;
Kächele, Fabian
;
Krüger, Fabian
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
Saved in:
2
Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme
Jiang, Ping
;
Nie, Ying
;
Wang, Jianzhou
;
Huang, Xiaojia
- In:
Energy economics
117
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014436651
Saved in:
3
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
4
Who's afraid of a Texas hedge?
Power, Gabriel J.
;
Vedenov, Dmitrij V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489962
Saved in:
5
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
6
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
7
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
8
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated
multivariate
GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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