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~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~subject:"Kointegration"
~subject:"Strukturbruch"
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Kointegration
Strukturbruch
Börsenkurs
550
Share price
550
Großbritannien
296
Volatility
290
Volatilität
290
United Kingdom
288
Time series analysis
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Smyth, Russell
6
Gupta, Rangan
4
Lee, Chien-chiang
4
Narayan, Paresh Kumar
4
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3
Balcilar, Mehmet
3
Hammoudeh, Shawkat
3
Sephton, Peter S.
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Yoon, Seong-min
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2
Al-Freedi, Ajab
2
Bataa, Erdenebat
2
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2
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2
Ghosh, Sajal
2
Gil-Alaña, Luis A.
2
Guo, Yawei
2
Hasanov, Akram Shavkatovich
2
Ji, Qiang
2
Kanjilal, Kakali
2
Kirat, Djamel
2
Luo, Jiawen
2
McMillan, David G.
2
Mensi, Walid
2
Mishra, Tapas
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Parhi, Mamata
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1
Ahmed, Walid M. A.
1
Akinboade, Oludele Akinloye
1
Alam, Khorshed
1
Altinay, Galip
1
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Applied financial economics
Energy economics
Applied economics
193
Journal of econometrics
151
Economic modelling
149
Economics letters
121
Applied economics letters
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
CESifo working papers
66
International Journal of Energy Economics and Policy : IJEEP
64
Econometric reviews
62
The empirical economics letters : a monthly international journal of economics
54
International journal of economics and financial issues : IJEFI
53
International review of economics & finance : IREF
52
The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Econometric theory
45
International journal of forecasting
45
Research in international business and finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Discussion paper / Tinbergen Institute
40
Oxford bulletin of economics and statistics
37
Journal of international financial markets, institutions & money
36
International journal of economics and finance
35
CREATES research paper
34
Journal of applied econometrics
34
Econometrics : open access journal
33
International review of financial analysis
33
Journal of banking & finance
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
31
Journal of macroeconomics
31
The econometrics journal
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
CESifo Working Paper
29
Economics and finance working paper series
29
Discussion papers of interdisciplinary research project 373
28
Finance research letters
28
CBN journal of applied statistics
26
CESifo Working Paper Series
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1
Long memory and disaggregated energy consumption : evidence from fossils, coal and electricity retail in the US
Apergēs, Nikolaos
;
Tsoumas, Chris
- In:
Energy economics
34
(
2012
)
4
,
pp. 1082-1087
Persistent link: https://www.econbiz.de/10009687378
Saved in:
2
Testing for
bubbles
: an application of tests for change in persistence
Sollis, Robert
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 491-498
Persistent link: https://www.econbiz.de/10003335024
Saved in:
3
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
4
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:
5
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:
6
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
7
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:
8
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:
9
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
Saved in:
10
A unit root model for trending time-series energy variables
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Energy economics
50
(
2015
),
pp. 391-402
Persistent link: https://www.econbiz.de/10011564140
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