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  • Search: subject:"Fourier approximation"
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Year of publication
Subject
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Fourier approximation 9 Africa 2 Einheitswurzeltest 2 Energy balance simulation 2 Fourier analysis 2 OECD countries 2 OECD-Staaten 2 Panel 2 Panel study 2 Solar curtailment 2 Solar installation 2 Structural break 2 Structural breaks 2 Strukturbruch 2 Theorie 2 Theory 2 Unit root test 2 efficient market hypothesis (EMH) 2 nonlinearities 2 unit roots 2 unobservedstructural breaks 2 2001-2017 1 Afrika 1 Aktienmarkt 1 Bitcoin 1 Causality analysis 1 Central bank 1 Cointegration test 1 Derivat 1 Derivative 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Electricity 1 Electricity consumption 1 Elektrizität 1 Energiekonsum 1 Energy consumption 1 Estimation 1 Financial market 1 Finanzmarkt 1
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Online availability
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Free 10 CC license 3
Type of publication
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Article 8 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Article 2 Conference paper 1 Konferenzbeitrag 1
Language
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English 9 Undetermined 1
Author
All
Apopo, Natalya 2 Dumlao, Samuel Matthew G. 2 Ishihara, Keiichi N. 2 Phiri, Andrew 2 Bulut, Umit 1 Cagli, Efe Çaglar 1 Dinç, Mehmet 1 Dinç, Özlem Gül 1 Enders, Walter 1 Fernández, M. Dolores Robles 1 Gömleksiz, Mustafa 1 Husein, Jamal G. 1 Jimenez-Martin, Juan Angel Jimenez Martin 1 Kara, S. Murat 1 Lee, Junsoo 1 Mandacı, Pınar Evrım 1 Togay, Selahattin 1 Villiers, David de 1 dde Villiers, David 1
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Institution
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Econometric Society 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1
Published in...
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Romanian journal of economic forecasting 2 Applied econometrics and international development 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Documentos de Trabajo del ICAE 1 Econometric Society 2004 Far Eastern Meetings 1 Economics and Business Letters : EBL 1 Energy Reports 1 Energy reports 1
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Source
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ECONIS (ZBW) 6 EconStor 2 RePEc 2
Showing 1 - 10 of 10
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Are shocks to electricity consumption permanent or transitory? : evidence from a panel stationarity test with gradual structural breaks for 25 OECD countries
Husein, Jamal G.; Kara, S. Murat - In: Applied econometrics and international development 23 (2023) 1, pp. 57-76
Persistent link: https://www.econbiz.de/10014253873
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What is new about the PPP theory in the Nordic countries? : evidence from panel unit root tests with sharp breaks and gradual shifts
Dinç, Mehmet; Gömleksiz, Mustafa; Dinç, Özlem Gül - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 165-186
Persistent link: https://www.econbiz.de/10013412570
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Anchoring of inflation expectations : the case of Turkey
Togay, Selahattin; Bulut, Umit - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 5-19
Persistent link: https://www.econbiz.de/10012655426
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Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: Economics and Business Letters : EBL 10 (2021) 4, pp. 394-402
Persistent link: https://www.econbiz.de/10013169260
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Reproducing solar curtailment with Fourier analysis using Japan dataset
Dumlao, Samuel Matthew G.; Ishihara, Keiichi N. - In: Energy Reports 6 (2020) 2, pp. 199-205
Curtailment of variable renewable energy increases the Levelized Cost of Energy (LCOE), which is the tool often used to compare its profitability against traditional energy sources. Recently, the Kyushu Region of Japan had to curtail some of its solar production to meet energy balance. As many...
Persistent link: https://www.econbiz.de/10012652241
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Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets
dde Villiers, David; Apopo, Natalya; Phiri, Andrew - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-21
The purpose of this study is to examine the weak-form market efficiency hypothesis (EMH) for 8 African Frontier markets between 2001 and 2017. To achieve this purpose, we employ unit root testing procedures which are robust to both nonlinearities and smooth structural breaks, making this study...
Persistent link: https://www.econbiz.de/10012657611
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Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets
Villiers, David de; Apopo, Natalya; Phiri, Andrew - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
The purpose of this study is to examine the weak-form market efficiency hypothesis (EMH) for 8 African Frontier markets between 2001 and 2017. To achieve this purpose, we employ unit root testing procedures which are robust to both nonlinearities and smooth structural breaks, making this study...
Persistent link: https://www.econbiz.de/10012440357
Saved in:
Cover Image
Reproducing solar curtailment with Fourier analysis using Japan dataset
Dumlao, Samuel Matthew G.; Ishihara, Keiichi N. - In: Energy reports 6 (2020) 2, pp. 199-205
Curtailment of variable renewable energy increases the Levelized Cost of Energy (LCOE), which is the tool often used to compare its profitability against traditional energy sources. Recently, the Kyushu Region of Japan had to curtail some of its solar production to meet energy balance. As many...
Persistent link: https://www.econbiz.de/10012179337
Saved in:
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Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations
Jimenez-Martin, Juan Angel Jimenez Martin; Fernández, … - Facultad de Ciencias Económicas y Empresariales, … - 2005
cointegration tests that do not assume a specific non-linear adjustment process. Using a first-order Fourier approximation, we find … evidence of non-linear mean reversion in deviations from both absolute and relative PPP. This first-order Fourier approximation …
Persistent link: https://www.econbiz.de/10008520477
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Testing for a unit-root with a nonlinear Fourier function
Lee, Junsoo; Enders, Walter - Econometric Society - 2004
component of a Fourier approximation. Hence, instead of selecting specific break dates, the number of breaks, and the form of …
Persistent link: https://www.econbiz.de/10005063755
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