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~subject:"Deutschland"
~subject:"VAR model"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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Deutschland
VAR model
Time series analysis
82
Zeitreihenanalyse
82
Forecasting model
34
Prognoseverfahren
34
Cointegration
27
Kointegration
27
Energiekonsum
22
Energy consumption
22
Oil price
20
Ölpreis
20
Forecasting
18
Causality analysis
14
Estimation
14
Kausalanalyse
14
Schätzung
14
Theorie
14
Theory
14
ARCH model
13
ARCH-Modell
13
VAR-Modell
13
Volatility
12
Volatilität
12
Electric power industry
10
Elektrizitätswirtschaft
10
ARMA model
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ARMA-Modell
9
Economic growth
9
Electricity
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Elektrizität
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Wirtschaftswachstum
9
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Greenhouse gas emissions
8
Indonesia
8
Indonesien
8
National income
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Nationaleinkommen
8
Strompreis
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English
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Mustofa Usman
9
Russel, Edwin
9
Wamiliana, Wamiliana
4
Komarudin, M.
3
Wamiliana
3
Warsono
3
Widiarti
3
Alam, Iskandar Ali
2
Alsaedi, Yasir
1
Ambya, Ambya
1
Ansori, Muslim
1
Bagadeem, Salim
1
Donayre, Luiggi
1
Elfaki, F. A. M.
1
Elfaki, Faiz A. M
1
Elfaki, Faiz A. M.
1
Fakhreddine, Nour
1
Hairani, Tuti
1
Kufepaksi, Mahatma
1
Loves, Luvita
1
Mourad, Abbas
1
Nairobi, Nairobi
1
Najia, Noura
1
Nasser, Wafaa
1
Nurhanurawati
1
Nurhanurawati, Nurhanurawati
1
Paujiah, Sipa
1
Pratama, D. N.
1
Putri, Almira Rizka
1
Sarida, Munti
1
Sidiq, Ahmad
1
Tularam, Gurudeo Anand
1
Wamiliana Wamiliana
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Warsono Warsono
1
Warsono, Warsono
1
Widiarti Widiarti
1
Widiarti, Widiarti
1
Wilmot, Neil A.
1
Wong, Victor
1
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International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
55
Economics letters
37
International journal of forecasting
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
CESifo working papers
29
Economic modelling
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Applied economics
22
Journal of forecasting
20
Working paper
20
CAMA working paper series
19
Econometrics : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Energy economics
16
Journal of economic dynamics & control
16
Jahrbücher für Nationalökonomie und Statistik
15
Discussion paper / Tinbergen Institute
14
Discussion papers / Department of Economics, University of Copenhagen
14
Federal Reserve Bank of Cleveland working paper series
14
Journal of applied econometrics
14
Working paper series / European Central Bank
14
CREATES research paper
13
SFB 649 discussion paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers / CEPR
12
CAMA Working Paper
11
Discussion paper
11
Journal of macroeconomics
11
NBER working paper series
11
SpringerLink / Bücher
11
Applied economics letters
10
CESifo Working Paper Series
10
Econometric reviews
10
Macroeconomic dynamics
10
EUI working paper / ECO
9
Econometric theory
9
Journal of international financial markets, institutions & money
9
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ECONIS (ZBW)
13
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Asymmetric effect of oil price on economic activity : evidence from Lebanon using NARDL model
Fakhreddine, Nour
;
Najia, Noura
;
Mourad, Abbas
;
Nasser, …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 258-266
Persistent link: https://www.econbiz.de/10014496206
Saved in:
3
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
4
Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati, Nurhanurawati
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 194-202
Persistent link: https://www.econbiz.de/10014433779
Saved in:
5
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
Saved in:
6
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
Saved in:
7
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
Saved in:
8
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
Saved in:
9
Impact of solar and wind prices on the integrated global electricity spot and options markets : a time series analysis
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10012488423
Saved in:
10
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
11
Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10012027088
Saved in:
12
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:
13
The asymmetric effects of oil price shocks on the Canadian economy
Donayre, Luiggi
;
Wilmot, Neil A.
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
2
,
pp. 167-182
Persistent link: https://www.econbiz.de/10011549719
Saved in:
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