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person:"Gil-Alaña, Luis A."
~isPartOf:"African development review"
~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Gozgor, Giray"
~person:"McMillan, David G."
~person:"Ramchander, Sanjay"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Long memory
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12
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11
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Gozgor, Giray
McMillan, David G.
Ramchander, Sanjay
Hammoudeh, Shawkat
11
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10
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ECONIS (ZBW)
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
5
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
6
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
7
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
8
Welfare gains from international trade and renewable energy demand : evidence from the OECD countries
Lu, Zhou
;
Gozgor, Giray
;
Mahalik, Mantu Kumar
;
Padhan, …
- In:
Energy economics
112
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013350266
Saved in:
9
Structural path and decomposition analysis of aggregate embodied energy and emission intensities
Su, Bin
;
Ang, Beng-wah
;
Li, Yingzhu
- In:
Energy economics
83
(
2019
),
pp. 345-360
Persistent link: https://www.econbiz.de/10012175736
Saved in:
10
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
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