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person:"Gil-Alaña, Luis A."
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Ma, Feng"
~person:"Miller, J. Isaac"
~person:"Ramchander, Sanjay"
~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
32
Ölpreis
15
Volatility
14
Volatilität
14
Forecasting model
10
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Ma, Feng
Miller, J. Isaac
Ramchander, Sanjay
Yin, Libo
Hammoudeh, Shawkat
13
Wang, Yudong
12
Balcilar, Mehmet
9
Lee, Chien-chiang
9
Wohar, Mark E.
9
Gupta, Rangan
8
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8
Shahbaz, Muhammad
8
Smyth, Russell
8
Bouri, Elie
7
Liddle, Brantley
7
Tiwari, Aviral Kumar
7
Xuan Vinh Vo
7
Ghoddusi, Hamed
5
Gozgor, Giray
5
Kang, Sang Hoon
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Liu, Li
5
Narayan, Paresh Kumar
5
Otero, Jesús G.
5
Ren, Xiaohang
5
Yoon, Seong-min
5
Apergēs, Nikolaos
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Balli, Faruk
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Ji, Qiang
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Kutan, Ali Mustafa
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McAleer, Michael
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Sousa, Ricardo M.
4
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4
Wei, Yu
4
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4
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4
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Discussion paper series / IZA
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International review of economics & finance : IREF
Journal of economics and finance : JEF
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18
Applied economics letters
14
Finance research letters
9
International review of financial analysis
9
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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ECONIS (ZBW)
32
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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 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:
3
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
4
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
5
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:
6
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
7
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:
8
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
9
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:
10
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
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