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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of quantitative economics"
~person:"Lucey, Brian M."
~person:"Yan, Cheng"
~subject:"CAPM"
~subject:"Cointegration"
~subject:"Schätzung"
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Gil-Alaña, Luis A.
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1
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
2
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:
3
Dynamic impacts of energy consumption on economic growth in China : evidence from a non-parametric panel data model
Ren, Xiaohang
;
Tong, Ziwei
;
Sun, Xianming
;
Yan, Cheng
- In:
Energy economics
107
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202441
Saved in:
4
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:
5
Does news tone help forecast oil?
Lucey, Brian M.
;
Ren, Boru
- In:
Economic modelling
104
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013164212
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6
Gold and inflation(s) : a time-varying relationship
Lucey, Brian M.
;
Sharma, Susan Sunila
;
Vigne, Samuel A.
- In:
Economic modelling
67
(
2017
),
pp. 88-101
Persistent link: https://www.econbiz.de/10011813784
Saved in:
7
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
8
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:
9
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
10
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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