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~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~subject:"Kointegration"
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Kointegration
Börsenkurs
1,104
Share price
1,104
Volatility
455
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455
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451
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451
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Balcilar, Mehmet
3
Caporale, Guglielmo Maria
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Applied financial economics
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International review of financial analysis
Applied economics
94
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73
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Economics letters
51
International Journal of Energy Economics and Policy : IJEEP
51
CESifo working papers
45
International journal of economics and financial issues : IJEFI
45
The empirical economics letters : a monthly international journal of economics
42
Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
32
Research in international business and finance
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International journal of economics and finance
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25
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24
Discussion papers of interdisciplinary research project 373
24
Econometrics : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Theoretical and applied economics : GAER review
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CBN journal of applied statistics
21
Discussion papers / Department of Economics, University of Copenhagen
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International journal of forecasting
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CREATES research paper
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Journal of banking & finance
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ECONIS (ZBW)
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1
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
2
Crude oil and stock markets : stability, instability, and
bubbles
Miller, J. Isaac
;
Ratti, Ronald A.
- In:
Energy economics
31
(
2009
)
4
,
pp. 559-568
Persistent link: https://www.econbiz.de/10003867817
Saved in:
3
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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
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:
6
Oil prices and stock market in China : a sector analysis using panel cointegration with multiple breaks
Li, Su-fang
;
Zhu, Hui-ming
;
Yu, Keming
- In:
Energy economics
34
(
2012
)
6
,
pp. 1951-1958
Persistent link: https://www.econbiz.de/10009688918
Saved in:
7
Size and power of tests based on Permanent-Transitory Component Models
Casalin, Fabrizio
- In:
International review of financial analysis
47
(
2016
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011624095
Saved in:
8
Stationarity, structural change and specification in a demand system : the case of energy
MacAvinchey, Ian D.
;
Yannopoulos, Andreas
- In:
Energy economics
25
(
2003
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10001732592
Saved in:
9
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:
10
A note on cointegration of international stock market indices
Dimpfl, Thomas
- In:
International review of financial analysis
33
(
2014
),
pp. 10-16
Persistent link: https://www.econbiz.de/10010520092
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