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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Cointegration
223
Kointegration
223
Energiekonsum
88
Energy consumption
88
Oil price
76
Ölpreis
76
Causality analysis
62
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62
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Balcilar, Mehmet
2
Gupta, Rangan
2
Mishra, Tapas
2
Parhi, Mamata
2
Sephton, Peter S.
2
Aghababa, Hajar
1
Alam, Khorshed
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Arčabić, Vladimir
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1
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1
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Energy economics
Journal of econometrics
56
Economic modelling
41
Applied economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Applied economics letters
27
International Journal of Energy Economics and Policy : IJEEP
27
Economics letters
25
Econometric theory
24
CESifo working papers
23
Econometric reviews
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The empirical economics letters : a monthly international journal of economics
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International journal of forecasting
19
Discussion papers / Department of Economics, University of Copenhagen
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International journal of economics and financial issues : IJEFI
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics and finance working paper series
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Oxford bulletin of economics and statistics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CBN journal of applied statistics
9
Cogent economics & finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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International journal of economics and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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International review of economics & finance : IREF
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1
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
2
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
3
The influence of electricity prices on saving electricity in production : automated multivariate time-series analyses for 99 Danish trades and industries
Bjerregaard, Casper
;
Møller, Niels Framroze
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202435
Saved in:
4
Cointegration of electricity consumption and GDP in the presence of smooth structural changes
Arčabić, Vladimir
;
Gelo, Tomislav
;
Sonora, Robert
; …
- In:
Energy economics
97
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012820029
Saved in:
5
A new way of measuring the WTI-Brent spread : globalization, shock persistence and common trends
Bravo Caro, José Manuel
;
Golpe, Antonio A.
;
Iglesias, …
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012506088
Saved in:
6
Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries : two types of wavelet analysis
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Energy economics
90
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517570
Saved in:
7
A (negative) replication of "the relationship between energy consumption, energy prices, and economic growth: time series evidence from Asian developing countries" (Energy Economic...
Mann, Janelle
;
Sephton, Peter S.
- In:
Energy economics
82
(
2019
),
pp. 78-84
Persistent link: https://www.econbiz.de/10012173846
Saved in:
8
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
9
Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis
Jawadi, Fredj
;
Ftiti, Zied
- In:
Energy economics
80
(
2019
),
pp. 12-19
Persistent link: https://www.econbiz.de/10012172289
Saved in:
10
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
Saved in:
11
El Niño, La Niña, and a cup of Joe
Sephton, Peter S.
- In:
Energy economics
84
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012183407
Saved in:
12
Asymmetries, outliers and structural stability in the US gasoline market
Bagnai, Alberto
;
Mongeau Ospina, Christian Alexander
- In:
Energy economics
69
(
2018
),
pp. 250-260
Persistent link: https://www.econbiz.de/10011941284
Saved in:
13
Time-frequency contained co-movement of crude oil and world food prices : a wavelet-based analysis
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Energy economics
62
(
2017
),
pp. 230-239
Persistent link: https://www.econbiz.de/10011748104
Saved in:
14
Analyzing light fuel demand elasticities in Brazil using cointegration techniques
Rodrigues, Luciano
;
Bacchi, Mirian Rumenos Piedade
- In:
Energy economics
63
(
2017
),
pp. 322-331
Persistent link: https://www.econbiz.de/10011757986
Saved in:
15
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
16
Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar
;
Barnett, William A.
- In:
Energy economics
59
(
2016
),
pp. 227-237
Persistent link: https://www.econbiz.de/10011699576
Saved in:
17
Applied econometrics and implications for energy economics research
Smyth, Russell
;
Narayan, Paresh Kumar
- In:
Energy economics
50
(
2015
),
pp. 351-358
Persistent link: https://www.econbiz.de/10011564120
Saved in:
18
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
19
Price discovery in energy markets
Shrestha, Keshab
- In:
Energy economics
45
(
2014
),
pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
Saved in:
20
Energy consumption and economic growth in the next 11 countries : the bootstrapped autoregressive metric causality approach
Yıldırım, Ertugrul
;
Sukruoglu, Deniz
;
Aslan, Alper
- In:
Energy economics
44
(
2014
),
pp. 14-21
Persistent link: https://www.econbiz.de/10010457250
Saved in:
21
Causality between energy and output in the long-run
Stern, David I.
;
Enflo, Kerstin
- In:
Energy economics
39
(
2013
),
pp. 135-146
Persistent link: https://www.econbiz.de/10010234984
Saved in:
22
Explaining the (non-) causality between energy and economic growth in the US : a multivariate sectoral analysis
Gross, Christian
- In:
Energy economics
34
(
2012
)
2
,
pp. 489-499
Persistent link: https://www.econbiz.de/10009618733
Saved in:
23
Cointegration and causal relationships between energy consumption and output : assessing the evidence from Australia
Shahiduzzaman, Md.
;
Alam, Khorshed
- In:
Energy economics
34
(
2012
)
6
,
pp. 2182-2188
Persistent link: https://www.econbiz.de/10009688776
Saved in:
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