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~person:"Gil-Alaña, Luis A."
~subject:"Oil price"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Oil price
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Cointegration
64
Kointegration
64
Estimation
48
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48
Time series analysis
34
Zeitreihenanalyse
34
USA
20
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20
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Aufsatz in Zeitschrift
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Gil-Alaña, Luis A.
Gupta, Rangan
12
Hammoudeh, Shawkat
10
Kisswani, Khalid M.
9
Caporale, Guglielmo Maria
8
Arouri, Mohamed
7
Balcilar, Mehmet
7
Jawadi, Fredj
7
Lee, Chien-chiang
7
Mahmood, Haider
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Tabash, Mosab I.
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6
Chang, Tsangyao
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Chen, Shyh-Wei
6
Ibrahim, Mansor Haji
6
Belke, Ansgar
5
Chiang, Thomas C.
5
Ghosh, Sajal
5
Shahbaz, Muhammad
5
Solarin Sakiru Adebola
5
Xie, Zixiong
5
Abdlaziz, Rizgar Abdlkarim
4
Adam, Pasrun
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Apergēs, Nikolaos
4
Asad, Muzaffar
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Beckmann, Joscha
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Bohl, Martin T.
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Caporin, Massimiliano
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Inani, Sarveshwar Kumar
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Mandacı, Pınar Evrım
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Matar, Ali
4
Mitra, Subrata Kumar
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Narayan, Paresh Kumar
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Applied economics letters
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Economia internazionale
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
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1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
16
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Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
3
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:
4
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
5
Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Adepoju, Adedayo A.
- In:
Review of development finance
5
(
2015
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
Saved in:
6
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
2
,
pp. 220-239
Persistent link: https://www.econbiz.de/10001822061
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
8
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
9
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
10
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
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