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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Barkoulas, John T."
~person:"Chang, Tsangyao"
~person:"Chiang, Thomas C."
~person:"Miller, J. Isaac"
~person:"Narayan, Paresh Kumar"
~person:"Ramchander, Sanjay"
~person:"Xuan Vinh Vo"
~person:"Yin, Libo"
~subject:"Fractional integration"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Fractional integration
Long memory
Oil price
Schätzung
Theorie
Estimation
48
Volatility
17
Volatilität
17
Börsenkurs
14
Share price
14
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Gil-Alaña, Luis A.
Barkoulas, John T.
Chang, Tsangyao
Chiang, Thomas C.
Miller, J. Isaac
Narayan, Paresh Kumar
Ramchander, Sanjay
Xuan Vinh Vo
Yin, Libo
Wang, Yudong
14
Hammoudeh, Shawkat
13
Wohar, Mark E.
11
Gupta, Rangan
10
Balcilar, Mehmet
9
Lee, Chien-chiang
9
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9
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8
Salisu, Afees A.
8
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8
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8
Apergēs, Nikolaos
7
Bouri, Elie
7
Liddle, Brantley
7
Tiwari, Aviral Kumar
7
Faff, Robert W.
6
McAleer, Michael
6
Caporale, Guglielmo Maria
5
Ghoddusi, Hamed
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Gozgor, Giray
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Hamori, Shigeyuki
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Kang, Sang Hoon
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Kutan, Ali Mustafa
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Otero, Jesús G.
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Balli, Faruk
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Becchetti, Leonardo
4
Beckmann, Joscha
4
Bissoondoyal-Bheenick, Emawtee
4
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Applied financial economics
Discussion paper series / IZA
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International review of economics & finance : IREF
Journal of economics and finance : JEF
Applied economics letters
50
Applied economics
29
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13
International review of financial analysis
13
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12
The empirical economics letters : a monthly international journal of economics
12
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11
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11
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8
International journal of finance & economics : IJFE
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7
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Pacific-Basin finance journal
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5
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5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics
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Review of development finance
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Cogent economics & finance
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ECONIS (ZBW)
48
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
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:
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
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
6
Oil price returns and firm's fixed investment : a production pattern
Yin, Libo
;
Yang, Sen
- In:
Energy economics
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014485242
Saved in:
7
Modeling peak electricity demand : a semiparametric approach using weather-driven cross-temperature response functions
Miller, J. Isaac
;
Nam, Kyungsik
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477456
Saved in:
8
Forecasting regional long-run energy demand : a functional coefficient panel approach
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
96
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012817942
Saved in:
9
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
10
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
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