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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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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
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3
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
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4
How do environmental quality and technology affect public debt in Indonesia? : a time series analysis
Azikin, Ilham Syah
;
Utina, Dian Anggriani
;
Maddatuang, …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 441-446
Persistent link: https://www.econbiz.de/10014492231
Saved in:
5
Forecasting high speed diesel demand in India with econometric and machine learning methods
Sharma, Aarti Mehta
;
Baby, Saina
;
Raghu, Varsha
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 496-506
Persistent link: https://www.econbiz.de/10014494214
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6
Assessing the stationarity of per capita electricity consumption : time series analysis in asean countries
Parreño, Samuel John E.
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 46-52
Persistent link: https://www.econbiz.de/10014495494
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7
Applications of long-memory and structure breaks for carbon indexes
Do Thi Van Trang
;
Chen, Jo-hui
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 579-585
Persistent link: https://www.econbiz.de/10014368332
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8
Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
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9
Forecasting the total non-coincidental monthly system peak demand in the Philippines : a comparison of seasonal autoregressive integrated moving average models and artificial neura...
Parreno, Samuel John
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 544-552
Persistent link: https://www.econbiz.de/10014384462
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10
Wavelet coherence and continuous wavelet transform : implementation and application to the relationship between exchange rate and oil price for importing and exporting countries
Aladwani, Jassim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 531-541
Persistent link: https://www.econbiz.de/10014373692
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11
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
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12
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
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13
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
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14
The impact of natural gas prices on electricity tariffs in the UK
Althaqafi, Mohammad
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 86-91
Persistent link: https://www.econbiz.de/10014250958
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15
Analyzing electricity demand in Colombia : a functional time series approach
Barrientos, Jorge Hugo
;
Marulanda, Laura Marquez
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 75-84
Persistent link: https://www.econbiz.de/10014247753
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16
The dynamic relationship between energy consumption and level of unemployment rates in Malaysia : a time series analysis based on ARDL estimation
Halimahton Borhan
;
Abdul Rahim Ridzuan
;
Mohamad Idham …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 207-214
Persistent link: https://www.econbiz.de/10014321391
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17
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
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18
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
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19
Do sectoral growth promote CO2 emissions in Pakistan? : time series analysis in presence of structural break
Ali, Amjad
;
Audi, Marc
;
Senturk, Ismail
;
Roussel, Yannick
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 410-425
Persistent link: https://www.econbiz.de/10013275830
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20
Analyzing and forecasting electricity consumption in energy-intensive industries in Rwanda
Mburamatare, Daniel
;
Gboney, William K.
;
Hakizimana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 483-493
Persistent link: https://www.econbiz.de/10013189452
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21
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
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22
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
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23
Exploring the impact of economic structure on carbon emissions : a case study of Pakistan
Khalid, Muhammad Hasnain
;
Ul Haq, Ihtisham
;
Khan, Dilawar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
3
,
pp. 425-431
Persistent link: https://www.econbiz.de/10013285846
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24
Analysis of precious metal price movements using long memory model and fuzzy time series Markov Chain
Arif, Erman
;
Devianto, Dodi
;
Yollanda, Mutia
;
Afrimayani
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
6
,
pp. 202-214
Persistent link: https://www.econbiz.de/10014231095
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25
Analysing time-frequency relationship between oil price and sectoral indices in India using wavelet techniques
Mandal, Koushik
;
Datta, Radhika Prosad
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 192-201
Persistent link: https://www.econbiz.de/10013426569
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26
The role of ICT and energy consumption on carbon emissions : an Australian evidence using cointegration test and ARDL long-run and short-run methodology
Khanal, Avishek
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
5
,
pp. 441-449
Persistent link: https://www.econbiz.de/10012663242
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27
Is trade openness the reason of high energy demand in China?
Jadoon, Atif Khan
;
Qasim, Hafiz Muhammad
;
Sarwar, Ambreen
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 479-485
Persistent link: https://www.econbiz.de/10012629737
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28
Trend of oil prices, gold, GCC stocks market during Covid-19 pandemic : a wavelet approach
Rafiuddin, Aqila
;
Daffodils, Jennifer
;
Gaytan, Jesus …
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 560-572
Persistent link: https://www.econbiz.de/10012629887
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29
Forecasting of biodiesel prices in Thailand using time series decomposition method for long term from 2017 to 2036
Laung-Iem, Kornkamol
;
Prapita Thanarak
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 593-600
Persistent link: https://www.econbiz.de/10012629898
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30
Ensuring renewable energy consumption through innovation, R&D and energy import in Indonesia : a time series analysis
S. K. Purwanto
;
Sinaga, Obsatar
;
Morni Hayati Jaafar Sidik
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
1
,
pp. 577-583
Persistent link: https://www.econbiz.de/10012600114
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31
Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago
;
Barrientos, Jorge Hugo
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
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32
Modelling and forecasting crude oil prices during COVID-19 Pandemic
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10012608864
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33
A Markov switching VECM model for Russian real GDP, real exchange rate and oil prices
Bedin, Andrey Feliksovich
;
Kulikov, Alexander Vladimirovich
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 402-412
Persistent link: https://www.econbiz.de/10012616125
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34
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
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35
Estimating residential demand for water in Kuwait : a cointegration analysis
Alfalah, Osama
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 283-287
Persistent link: https://www.econbiz.de/10012623583
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36
Stationarity properties of renewable energy consumption in the commonwealth of independent states
Yasar, Nermin
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 155-159
Persistent link: https://www.econbiz.de/10012435451
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37
Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
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38
Relationship between Thai Baht and oil price : a neural network model
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 371-376
Persistent link: https://www.econbiz.de/10012436014
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39
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
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40
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
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41
Crude oil prices, household spending and economic growth in the ASEAN-4 region : an analysis of nonlinear panel autoregressive distributed lag
Wali Aya Rumbia
;
Muthalib, Abd Azis
;
Abbas, Bakhtiar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 437-442
Persistent link: https://www.econbiz.de/10012504831
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42
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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43
The demand for electricity in Kuwait : a cointegration analysis
Alfalah, Osama
;
Alhumaidan, Lama
;
Baglan, Deniz
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 9-13
Persistent link: https://www.econbiz.de/10012507084
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44
Forecasting gasoline demand in Indonesia using time series
Mardiana, Sylvia
;
Saragih, Ferdinand
;
Huseini, Martani
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 132-145
Persistent link: https://www.econbiz.de/10012507404
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45
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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46
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:
47
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
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48
Energy consumption, CO2 and economic growth nexus in Vietnam
Morelli, Giovanna
;
Mele, Marco
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 443-449
Persistent link: https://www.econbiz.de/10012488485
Saved in:
49
Analysis of olive oil market volatility using the ARCH and GARCH techniques
Gontijo, Tiago Silveira
;
Rodrigues, Alexandre de Cássio
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 423-428
Persistent link: https://www.econbiz.de/10012497011
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50
Energy consumption and agricultural economic growth nexus : evidence from India
Inumula, Krishna Murthy
;
Singh, Seema
;
Solanki, Sandip
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 545-552
Persistent link: https://www.econbiz.de/10012586030
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