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Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011914526
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Score-driven non-linear multivariate dynamic location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2017
Persistent link: https://www.econbiz.de/10011800285
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - In: Applied economics 52 (2020) 42, pp. 4621-4638
Persistent link: https://www.econbiz.de/10012298654
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - 2020
Persistent link: https://www.econbiz.de/10012158754
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012221928
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
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Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
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Mixed random forest, cointegration, and forecasting gasoline prices
Escribano, Álvaro; Wang, Dandan - In: International journal of forecasting 37 (2021) 4, pp. 1442-1462
Persistent link: https://www.econbiz.de/10013274291