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ECONIS (ZBW)
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Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
3
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
5
Estimation of a structural break point in linear regression models
Baek, Yae In
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10014449831
Saved in:
6
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
7
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
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8
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203009
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9
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10013534032
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10
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
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11
Convergence of per capita energy consumption around the world : new evidence from nonlinear panel unit root tests
Romero-Ávila, Diego
;
Omay, Tolga
- In:
Energy economics
111
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350012
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12
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies : evidence from China
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
- In:
Energy economics
112
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013350765
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13
Does the shale gas boom change the natural gas price-production relationship? : evidence from the U.S. market
Feng, Gen-Fu
;
Wang, Quan-Jing
;
Chu, Yin
;
Wen, Jun
; …
- In:
Energy economics
93
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012643315
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14
Per capita carbon emissions convergence in developing Asia : a century of evidence from covariate unit root test with endogenous structural breaks
Matsuki, Takashi
;
Pan, Lei
- In:
Energy economics
99
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012939403
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15
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
16
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:
17
Dynamic semiparametric factor model with structural breaks
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
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18
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
19
Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach
Xie, Qiwei
;
Liu, Ranran
;
Qian, Tao
;
Li, Jingyu
- In:
Energy economics
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013162150
Saved in:
20
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
Saved in:
21
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
22
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
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23
Forecasting volatility in the petroleum futures markets : a re-examination and extension
Hasanov, Akram Shavkatovich
;
Shaiban, Mohammed Sharaf
; …
- In:
Energy economics
86
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012511802
Saved in:
24
Renewable energy regulation and structural breaks : an empirical analysis of Spanish electricity price volatility
Ciarreta, Aitor
;
Pizarro-Irizar, Cristina
;
Zarraga, Ainhoa
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515146
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25
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
26
How connected is the carbon market to energy and financial markets? : a systematic analysis of spillovers and dynamics
Tan, Xueping
;
Sirichand, Kavita
;
Vivian, Andrew
;
Wang, Xinyu
- In:
Energy economics
90
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012517582
Saved in:
27
What drives volatility in natural gas prices?
Hailemariam, Abebe
;
Smyth, Russell
- In:
Energy economics
80
(
2019
),
pp. 731-742
Persistent link: https://www.econbiz.de/10012173712
Saved in:
28
Volatility spillovers between crude oil and Chinese sectoral equity markets : evidence from a frequency dynamics perspective
Wang, Xunxiao
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 995-1009
Persistent link: https://www.econbiz.de/10012173766
Saved in:
29
Testing for short and long-run asymmetric responses and structural breaks in the retail gasoline supply chain
Bumpass, Donald Lynn
;
Douglas, Christopher
;
Ginn, Vance
; …
- In:
Energy economics
83
(
2019
),
pp. 311-318
Persistent link: https://www.econbiz.de/10012175453
Saved in:
30
Towards a worldwide integrated market? : new evidence on the dynamics of U.S., European and Asian natural gas prices
Chiappini, Raphaël
;
Jégourel, Yves
;
Raymond, Paul
- In:
Energy economics
81
(
2019
),
pp. 545-565
Persistent link: https://www.econbiz.de/10012172800
Saved in:
31
Flexibility in the market for international carbon credits and price dynamics difference with European allowances
Gavard, Claire
;
Kirat, Djamel
- In:
Energy economics
76
(
2018
),
pp. 504-518
Persistent link: https://www.econbiz.de/10011976717
Saved in:
32
The value of the US dollar and its impact on oil prices : evidence from a non-linear asymmetric cointegration approach
McLeod, Roger C. D.
;
Haughton, Andre
- In:
Energy economics
70
(
2018
),
pp. 61-69
Persistent link: https://www.econbiz.de/10011942613
Saved in:
33
Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions
Hasanov, Akram Shavkatovich
;
Poon, Wai Ching
; …
- In:
Energy economics
70
(
2018
),
pp. 307-333
Persistent link: https://www.econbiz.de/10011942743
Saved in:
34
Consumer electricity and gas prices across Australian capital cities : structural breaks, effects of policy reforms and interstate differences
Valadkhani, Abbas
;
Nguyen, Jeremy
;
Smyth, Russell
- In:
Energy economics
72
(
2018
),
pp. 365-375
Persistent link: https://www.econbiz.de/10011972342
Saved in:
35
Do announcements of WTO dispute resolution cases matter? : evidence from the rare earth elements market
Proelss, Juliane
;
Schweizer, Denis
;
Seiler, Volker
- In:
Energy economics
73
(
2018
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011972519
Saved in:
36
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
37
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
38
Is the recent low oil price attributable to the shale revolution?
Bataa, Erdenebat
;
Park, Cheolbeom
- In:
Energy economics
67
(
2017
),
pp. 72-82
Persistent link: https://www.econbiz.de/10011897869
Saved in:
39
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad
;
Solarin Sakiru Adebola
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
Saved in:
40
Energy-growth long-term relationship under structural breaks : evidence from Canada, 17 Latin American economies and the USA
Rodríguez-Caballero, Carlos Vladimir
; …
- In:
Energy economics
61
(
2017
),
pp. 121-134
Persistent link: https://www.econbiz.de/10011737686
Saved in:
41
Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
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42
Co-movement of international crude oil price and Indian stock market : evidences from nonlinear cointegration tests
Ghosh, Sajal
;
Kanjilal, Kakali
- In:
Energy economics
53
(
2016
),
pp. 111-117
Persistent link: https://www.econbiz.de/10011660478
Saved in:
43
Recent hikes in oil-equity market correlations : transitory or permanent?
Zhang, Bing
;
Li, Xiaoming
- In:
Energy economics
53
(
2016
),
pp. 305-315
Persistent link: https://www.econbiz.de/10011660562
Saved in:
44
The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
;
Xu, Yaqin
- In:
Energy economics
55
(
2016
),
pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
Saved in:
45
Changes in the global oil market
Bataa, Erdenebat
;
Izzeldin, Marwan
;
Osborn, Denise R.
- In:
Energy economics
56
(
2016
),
pp. 161-176
Persistent link: https://www.econbiz.de/10011664205
Saved in:
46
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
47
Marcellus Shale and structural breaks in oil and gas markets : the case of Pennsylvania
Potts, Todd B.
;
Yerger, David B.
- In:
Energy economics
57
(
2016
),
pp. 50-58
Persistent link: https://www.econbiz.de/10011698279
Saved in:
48
Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar
;
Abrell, Jan
;
Neumann, Anne
- In:
Energy economics
59
(
2016
),
pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
Saved in:
49
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua
- In:
Energy economics
59
(
2016
),
pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
Saved in:
50
Breaks, trends, and unit roots in spot prices for crude oil and petroleum products
Sun, Jingwei
;
Shi, Wendong
- In:
Energy economics
50
(
2015
),
pp. 169-177
Persistent link: https://www.econbiz.de/10011564017
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