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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~subject:"Long memory"
~subject:"Theorie"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Ang, Beng-wah
Miller, J. Isaac
Ramchander, Sanjay
Caporale, Guglielmo Maria
4
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2
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Applied financial economics
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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
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:
3
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:
4
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
5
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
7
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:
8
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:
9
Multilevel decomposition of industrial energy consumption
Ang, Beng-wah
- In:
Energy economics
17
(
1995
)
1
,
pp. 39-51
Persistent link: https://www.econbiz.de/10001178294
Saved in:
10
Decomposition of industrial energy consumption : the energy intensity approach
Ang, Beng-wah
- In:
Energy economics
16
(
1994
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10001172721
Saved in:
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