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1
A framework to forecast electricity consumption of meters using automated ranking and data preprocessing
Guzel, Tulin
;
Cinar, Hakan
;
Cenet, Mehmet Nabi
;
Oguz, …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 179-193
Persistent link: https://www.econbiz.de/10014380570
Saved in:
2
Oil consumption forecasting using ARIMA models : an empirical study for Greece
Dritsaki, Chaido
;
Niklis, Dimitrios
;
Stamatiou, Pavlos
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 214-224
Persistent link: https://www.econbiz.de/10012623488
Saved in:
3
Forecasting European Union CO2 emissions using autoregressive integrated moving average-autoregressive conditional heteroscedasticity models
Dritsaki, Melina
;
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 411-423
Persistent link: https://www.econbiz.de/10012504221
Saved in:
4
Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Lawal, Adedoyin Isola
;
Dahunsi, Samuel Olatunde
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
Saved in:
5
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
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6
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
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7
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
8
Application of ARIMA modelling for the forecasting of solar, wind, spot and options electricity prices : the Australian National Electricity Market
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 263-272
Persistent link: https://www.econbiz.de/10012424611
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9
The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
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10
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
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11
An econometric investigation of forecasting premium fuel
Asuamah, Samuel Yeboah
;
Ohene-Manu, Joseph
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
3
,
pp. 716-724
Persistent link: https://www.econbiz.de/10011455996
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12
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
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13
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
162
(
2018
),
pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
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14
Prediction of CO2 emissions in Iran using Grey and ARIMA models
Lotfalipour, Mohammad Reza
;
Falahi, Mohammad Ali
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
3
(
2013
)
3
,
pp. 229-237
Persistent link: https://www.econbiz.de/10010192907
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15
Using SARFIMA model to study and predict the Iran’s oil supply
Mostafaei, Hamidreza
;
Sakhabakhsh, Leila
- In:
International Journal of Energy Economics and Policy : IJEEP
2
(
2012
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10009719287
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16
Do global CO2 emissions from fossil-fuel consumption exhibit long memory? : a fractional-integration analysis
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Applied economics
49
(
2017
)
40
,
pp. 4055-4070
Persistent link: https://www.econbiz.de/10011820014
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17
Cointegration in singular ARMA models
Deistler, Manfred
;
Wagner, Martin
- In:
Economics letters
155
(
2017
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011821522
Saved in:
18
On weak identification in structural VARMA models
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
- In:
Economics letters
156
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011822327
Saved in:
19
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
20
Permanent shocks and forecasting with moving averages
Lee, Yoonsuk
;
Brorsen, B. Wade
- In:
Applied economics
49
(
2017
)
12
,
pp. 1213-1225
Persistent link: https://www.econbiz.de/10011811267
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21
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
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22
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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23
Forecasting the price of gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4141-4152
Persistent link: https://www.econbiz.de/10011294643
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24
On the Fisher information matrix of a vector ARMA process
Bao, Yong
;
Hua, Ying
- In:
Economics letters
123
(
2014
)
1
,
pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
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25
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
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26
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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27
The long-run relationship between stock return dispersion and output
Homaifar, Ghassem
;
Adongo, Jonathan
;
Zhao, Kevin
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 943-952
Persistent link: https://www.econbiz.de/10009718486
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28
The dynamics of inflation : a study of a large number of countries
Kouretas, Georgios P.
;
Wohar, Mark E.
- In:
Applied economics
44
(
2012
)
16/18
,
pp. 2001-2026
Persistent link: https://www.econbiz.de/10009572813
Saved in:
29
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
30
China's regional convergence in panels with multiple structural breaks
Matsuki, Takashi
;
Usami, Ryoichi
- In:
Applied economics
43
(
2011
)
7/9
,
pp. 873-890
Persistent link: https://www.econbiz.de/10009124380
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31
The spectral representation of Markov switching ARMA models
Pataracchia, Beatrice
- In:
Economics letters
112
(
2011
)
1
,
pp. 11-15
Persistent link: https://www.econbiz.de/10009242191
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32
Generalized long memory and mean reversion of the real exchange rate
Norrbin, Stefan C.
;
Smallwood, Aaron D.
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1377-1386
Persistent link: https://www.econbiz.de/10008658488
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33
Forecasting container transshipment in Germany
Schulze, Peter M.
;
Prinz, Alexander
- In:
Applied economics
41
(
2009
)
22/24
,
pp. 2809-2815
Persistent link: https://www.econbiz.de/10003894874
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34
An algorithm for robust fitting of autoregressive models
Politis, Dimitris N.
- In:
Economics letters
102
(
2009
)
2
,
pp. 128-131
Persistent link: https://www.econbiz.de/10003818479
Saved in:
35
Modelling profit series : nonstationary and long memory
Gschwandtner, Adelina
;
Hauser, Michael A.
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1475-1482
Persistent link: https://www.econbiz.de/10003742995
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36
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Economics letters
99
(
2008
)
3
,
pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
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37
Mind your ps and qs! : improving ARMA forecasts with RBC priors
Lees, Kirdan
;
Matheson, Troy
- In:
Economics letters
96
(
2007
)
2
,
pp. 275-281
Persistent link: https://www.econbiz.de/10003503976
Saved in:
38
The long memory model of political support : some further results
Byers, J. David
;
Davidson, James E. H.
;
Peel, David
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2547-2552
Persistent link: https://www.econbiz.de/10003609221
Saved in:
39
Testing for a unit root under the alternative hypothesis of ARIMA (0,2,1)
Halkos, George E.
;
Kevork, Ilias S.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2753-2767
Persistent link: https://www.econbiz.de/10003609512
Saved in:
40
Forecasting agricultural exports and imports in South Africa
Kargbo, J. M.
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2069-2084
Persistent link: https://www.econbiz.de/10003589691
Saved in:
41
Estimating persistence in Canadian unemployment : evidence from a Bayesian ARFIMA
Mikhail, O.
;
Eberwein, Curtis J.
;
Handa, Jagdish
- In:
Applied economics
38
(
2006
)
15
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10003367895
Saved in:
42
Modelling squared returns using a SETAR model with long-memory dynamics
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Economics letters
86
(
2005
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10002584436
Saved in:
43
Long memory or structural changes : an empirical examination on inflation rates
Hsu, Chih-chiang
- In:
Economics letters
88
(
2005
)
2
,
pp. 289-294
Persistent link: https://www.econbiz.de/10002941968
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44
The scaling function-based estimator of long memory in the presence of a short-term component
Fillol, Hérôme
;
Tripier, Fabien
- In:
Economics letters
84
(
2004
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10002095782
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45
A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George
- In:
Economics letters
79
(
2003
)
3
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
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46
Tests for time reversibility : a complementarity analysis
Belaire-Franch, Jorge
;
Contreras, Dulce
- In:
Economics letters
81
(
2003
)
2
,
pp. 187-195
Persistent link: https://www.econbiz.de/10001826049
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47
A SETAR model for Canadian GDP : non-linearities and forecast comparisons
Feng, Hui
;
Liu, Jia
- In:
Applied economics
35
(
2003
)
18
,
pp. 1957-1964
Persistent link: https://www.econbiz.de/10001863393
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48
On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa
;
Procidano, Isabella
- In:
Economics letters
77
(
2002
)
3
,
pp. 343-347
Persistent link: https://www.econbiz.de/10001711498
Saved in:
49
A mean shift break in the US interest rate
Gil-Alaña, Luis A.
- In:
Economics letters
77
(
2002
)
3
,
pp. 357-363
Persistent link: https://www.econbiz.de/10001711501
Saved in:
50
Empirical evidence of the spot and the forward exchange rates in Canada
Gil-Alaña, Luis A.
- In:
Economics letters
77
(
2002
)
3
,
pp. 405-409
Persistent link: https://www.econbiz.de/10001711522
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