//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~subject:"Forecasting model"
~subject:"Kointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Kointegration
Börsenkurs
550
Share price
550
Großbritannien
296
Volatility
290
Volatilität
290
United Kingdom
288
Time series analysis
277
Zeitreihenanalyse
277
Estimation
275
Schätzung
275
Oil price
233
Ölpreis
233
Aktienmarkt
198
Stock market
198
Capital income
196
Kapitaleinkommen
196
USA
178
United States
178
Theorie
167
Theory
167
Welt
145
World
145
Prognoseverfahren
126
ARCH model
111
ARCH-Modell
111
Structural break
79
Strukturbruch
79
Cointegration
71
Oil market
67
Ölmarkt
66
Deutschland
61
Germany
61
Energiekonsum
54
Energy consumption
54
Commodity derivative
50
Rohstoffderivat
50
Elektrizitätswirtschaft
49
China
48
more ...
less ...
Online availability
All
Undetermined
106
Type of publication
All
Article
191
Type of publication (narrower categories)
All
Article in journal
191
Aufsatz in Zeitschrift
191
Conference paper
1
Konferenzbeitrag
1
Language
All
English
191
Author
All
Gupta, Rangan
10
Wang, Yudong
6
Ma, Feng
5
Narayan, Paresh Kumar
5
Weron, Rafał
5
Balcilar, Mehmet
4
Liu, Li
3
McMillan, David G.
3
Nowotarski, Jakub
3
Pierdzioch, Christian
3
Sephton, Peter S.
3
Wei, Yi-Ming
3
Wohar, Mark E.
3
Wu, Chongfeng
3
Ahlgren, Niklas
2
Al-Freedi, Ajab
2
Caporale, Guglielmo Maria
2
Chang, Chun Ping
2
Dai, Zhifeng
2
Ghosh, Sajal
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
Hasanov, Akram Shavkatovich
2
Ji, Qiang
2
Kanjilal, Kakali
2
Klein, Tony
2
Lee, Chien-chiang
2
Lu, Xinjie
2
Luo, Jiawen
2
Manner, Hans
2
Mishra, Tapas
2
Nguyen, Duc Khuong
2
Niu, Mengyi
2
Nonejad, Nima
2
Otero, Jesús G.
2
Parhi, Mamata
2
Qu, Hui
2
Shahzad, Syed Jawad Hussain
2
Smyth, Russell
2
Uddin, Mohammed Gazi Salah
2
more ...
less ...
Published in...
All
Applied financial economics
Energy economics
International journal of forecasting
527
Journal of forecasting
310
Journal of econometrics
195
Applied economics
185
Economic modelling
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Discussion paper / Tinbergen Institute
120
Finance research letters
120
Applied economics letters
112
Economics letters
111
International review of financial analysis
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Working paper
102
CESifo working papers
96
The North American journal of economics and finance : a journal of financial economics studies
95
Working paper / Department of Econometrics and Business Statistics, Monash University
92
International review of economics & finance : IREF
90
Journal of banking & finance
90
Journal of empirical finance
86
International Journal of Energy Economics and Policy : IJEEP
85
Econometric reviews
72
Computational economics
65
Journal of applied econometrics
65
Research in international business and finance
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
International journal of economics and financial issues : IJEFI
63
NBER working paper series
60
The empirical economics letters : a monthly international journal of economics
59
CREATES research paper
57
Working paper series / European Central Bank
57
NBER Working Paper
56
Journal of financial economics
53
Journal of international financial markets, institutions & money
53
Research paper series / Swiss Finance Institute
52
Journal of risk and financial management : JRFM
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
International journal of economics and finance
47
Working paper / National Bureau of Economic Research, Inc.
47
more ...
less ...
Source
All
ECONIS (ZBW)
191
Showing
1
-
10
of
191
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
2
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:
3
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:
4
Forecasting UK stock prices
Jung, Chulho
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
Saved in:
5
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:
6
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->