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~language:"eng"
~language:"slv"
~person:"Hammoudeh, Shawkat"
~person:"Phillips, Peter C. B."
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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Schätzung
Theorie
157
Theory
157
Time series analysis
100
Zeitreihenanalyse
100
Estimation theory
90
Schätztheorie
90
Volatility
69
Volatilität
69
Estimation
62
Welt
62
World
62
Oil price
59
Ölpreis
59
Aktienmarkt
57
Stock market
57
Cointegration
49
Kointegration
48
Regression analysis
45
Regressionsanalyse
45
Börsenkurs
43
Share price
43
USA
42
United States
42
Einheitswurzeltest
33
Portfolio selection
33
Portfolio-Management
33
Unit root test
33
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Capital income
28
Kapitaleinkommen
28
Panel
28
Panel study
28
Spillover effect
27
Spillover-Effekt
27
Stochastic process
25
Stochastischer Prozess
25
ARCH model
24
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24
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Article
62
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Article in journal
Multi-volume publication
Aufsatz in Zeitschrift
62
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
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25
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English
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Hammoudeh, Shawkat
Phillips, Peter C. B.
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
97
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
80
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Lee, Chien-chiang
63
Zaremba, Adam
62
Belke, Ansgar
61
Kumbhakar, Subal
56
Shahbaz, Muhammad
56
Su, Chi-Wei
53
Pierdzioch, Christian
51
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
44
McMillan, David G.
44
Xuan Vinh Vo
44
Holmes, Mark J.
41
Payne, James E.
40
McAleer, Michael
39
Tsionas, Efthymios G.
38
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
MacDonald, Ronald
36
Pradhan, Rudra Prakash
36
Schneider, Friedrich
36
Afonso, António
35
Brooks, Robert
35
Salisu, Afees A.
35
Bouri, Elie
34
Ma, Feng
34
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Energy economics
8
Journal of econometrics
8
Applied economics
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Econometric theory
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Pacific-Basin finance journal
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic systems
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Energy policy
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic integration : jei
1
Journal of risk and financial management : JRFM
1
Korea and the world economy
1
New Zealand economic papers
1
Papers in honor of Patrick C. McMahon
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The energy journal
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
62
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62
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
The financial Kuznets curve of energy consumption : global evidence
Doytch, Nadia
;
Elheddad, Mohamed
;
Hammoudeh, Shawkat
- In:
Energy policy
177
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014479031
Saved in:
5
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
6
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
7
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
8
The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective
Olayeni, Olaolu Richard
;
Jemiluyi, Olufunmilayo Olayemi
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014380614
Saved in:
9
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
10
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
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