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~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~subject:"Kointegration"
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Kointegration
Börsenkurs
550
Share price
550
Großbritannien
296
Volatility
290
Volatilität
290
United Kingdom
288
Time series analysis
277
Zeitreihenanalyse
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Balcilar, Mehmet
3
Gupta, Rangan
3
Sephton, Peter S.
3
Ahlgren, Niklas
2
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2
Ghosh, Sajal
2
Gil-Alaña, Luis A.
2
Kanjilal, Kakali
2
Lee, Chien-chiang
2
Mishra, Tapas
2
Narayan, Paresh Kumar
2
Otero, Jesús G.
2
Parhi, Mamata
2
Smyth, Russell
2
Uddin, Mohammed Gazi Salah
2
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1
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1
Alam, Khorshed
1
Antell, Jan
1
Apergēs, Nikolaos
1
Arčabić, Vladimir
1
Asafu-Adjaye, John
1
Aslan, Alper
1
Awad, Mouawiya al-
1
Bacchi, Mirian Rumenos Piedade
1
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1
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1
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1
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1
Chen, Pei-fen
1
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1
Chou, Pei-i
1
Chu, Yin
1
Cuñado, Juncal
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Applied financial economics
Energy economics
Applied economics
94
Economic modelling
87
Journal of econometrics
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
37
The North American journal of economics and finance : a journal of financial economics studies
32
Research in international business and finance
31
International review of economics & finance : IREF
30
Econometric theory
28
International journal of economics and finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Cogent economics & finance
25
Discussion paper / Tinbergen Institute
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Discussion papers of interdisciplinary research project 373
24
Econometrics : open access journal
22
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
22
CBN journal of applied statistics
21
Discussion papers / Department of Economics, University of Copenhagen
21
International journal of forecasting
21
International review of financial analysis
21
Journal of international financial markets, institutions & money
21
Working paper
21
CREATES research paper
20
Economics and finance working paper series
19
Economies : open access journal
19
Oxford bulletin of economics and statistics
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Journal of applied econometrics
18
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
CESifo Working Paper
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51
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
52
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.
;
Otero, Jesús G.
- In:
Energy economics
82
(
2019
),
pp. 224-236
Persistent link: https://www.econbiz.de/10012173925
Saved in:
53
The causal nexus between oil prices and equity market in the US : a regime switching model
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Energy economics
39
(
2013
),
pp. 271-282
Persistent link: https://www.econbiz.de/10010234879
Saved in:
54
Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan
Humpe, Andreas
;
Macmillan, Peter
- In:
Applied financial economics
19
(
2009
)
1/3
,
pp. 111-119
Persistent link: https://www.econbiz.de/10003825829
Saved in:
55
Panel cointegration of Chinese A and B shares
Ahlgren, Niklas
;
Sjö, Bo
;
Zhang, Jianhua
- In:
Applied financial economics
19
(
2009
)
22/24
,
pp. 1859-1871
Persistent link: https://www.econbiz.de/10003921093
Saved in:
56
Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao
;
Doong, Shuh-chyi
;
Chou, Pei-i
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
Saved in:
57
The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis
;
Katrakilides, K.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
Saved in:
58
The causal modelling on equity market innovations : fit or forecast?
Kim, Jin Woong
;
Bessler, David A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 635-646
Persistent link: https://www.econbiz.de/10003491207
Saved in:
59
The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US
Guo, Yawei
;
Li, Jianping
;
Li, Yehua
;
You, Wan-hai
- In:
Energy economics
97
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012820832
Saved in:
60
Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Yahya, Muhammad
;
Kanjilal, Kakali
;
Dutta, Anupam
; …
- In:
Energy economics
95
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012816596
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