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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Barkoulas, John T."
~person:"Bouri, Elie"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Barkoulas, John T.
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8
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ECONIS (ZBW)
22
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11
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
12
Disentangling temporal patterns in elasticities : a functional coefficient panel analysis of electricity demand
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
60
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011699895
Saved in:
13
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
14
Price discovery in crude oil futures
Elder, John
;
Miao, Hong
;
Ramchander, Sanjay
- In:
Energy economics
46
(
2014
),
pp. 18-27
Persistent link: https://www.econbiz.de/10011299355
Saved in:
15
Time-varying long-run income and output elasticities of electricity demand with an application to Korea
Chang, Yoosoon
;
Kim, Chang Sik
;
Miller, J. Isaac
;
Park, …
- In:
Energy economics
46
(
2014
),
pp. 334-347
Persistent link: https://www.econbiz.de/10011298575
Saved in:
16
Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
Saved in:
17
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:
18
The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
19
Long memory in the Greek stock market
Barkoulas, John T.
;
Baum, Christopher F.
;
Travlos, …
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 177-184
Persistent link: https://www.econbiz.de/10001526219
Saved in:
20
Chaos in an emerging capital market? : The case of the Athens Stock Exchange
Barkoulas, John T.
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 231-243
Persistent link: https://www.econbiz.de/10001244169
Saved in:
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