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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~person:"Ang, Beng-wah"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~subject:"Environmental effects on electricity demand"
~subject:"Erdgasmarkt"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Theory"
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Environmental effects on electricity demand
Erdgasmarkt
Long memory
Schätzung
Theorie
Theory
Estimation
71
Time series analysis
39
Zeitreihenanalyse
39
Fractional integration
32
Cointegration
29
Kointegration
29
Persistence
14
Börsenkurs
12
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12
fractional integration
12
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11
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71
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Gil-Alaña, Luis A.
Ang, Beng-wah
Miller, J. Isaac
Ramchander, Sanjay
Gupta, Rangan
150
Bahmani-Oskooee, Mohsen
71
Zaremba, Adam
53
Tiwari, Aviral Kumar
51
Wohar, Mark E.
46
Apergēs, Nikolaos
42
Balcilar, Mehmet
41
Marcellino, Massimiliano
41
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
Bouri, Elie
32
Hammoudeh, Shawkat
32
Pierdzioch, Christian
32
Caporale, Guglielmo Maria
31
Jalles, João Tovar
31
Wang, Yudong
29
Kang, Sang Hoon
28
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Chang, Tsangyao
26
Massa, Massimo
26
Mensi, Walid
26
Rose, Andrew
26
Yoon, Seong-min
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Gambetti, Luca
25
Jawadi, Fredj
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Ours, Jan C. van
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Zhang, Yaojie
25
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Van Reenen, John
24
Egger, Peter
23
Forni, Mario
23
Wagner, Joachim
23
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22
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Applied economics
6
Energy economics
6
Research in international business and finance
5
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Review of development finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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2
The South African journal of economics
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Australian economic papers
1
Eastern economic journal
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Econometric reviews
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Financial modeling and risk management of energy and environmental instruments and derivates
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Recent econometric techniques for macroeconomic and financial data
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
2
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
3
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
7
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
8
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
9
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
10
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
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