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person:"Gil-Alaña, Luis A."
~person:"Ang, Beng-wah"
~person:"Barkoulas, John T."
~person:"Gupta, Rangan"
~person:"Miller, J. Isaac"
~person:"Polemis, Michael"
~person:"Shahbaz, Muhammad"
~subject:"Electric power industry"
~subject:"Elektrizität"
~subject:"Estimation"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
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Electric power industry
Elektrizität
Estimation
Long memory
Schätzung
Theorie
Time series analysis
118
Zeitreihenanalyse
118
Cointegration
94
Kointegration
94
USA
90
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90
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Gil-Alaña, Luis A.
Ang, Beng-wah
Barkoulas, John T.
Gupta, Rangan
Miller, J. Isaac
Polemis, Michael
Shahbaz, Muhammad
Bahmani-Oskooee, Mohsen
156
Chang, Tsangyao
100
Caporale, Guglielmo Maria
93
Tiwari, Aviral Kumar
84
Wohar, Mark E.
80
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
57
Su, Chi-Wei
54
Wagner, Joachim
54
Pierdzioch, Christian
53
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
46
Xuan Vinh Vo
46
McMillan, David G.
44
Payne, James E.
43
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
McAleer, Michael
40
Tsionas, Efthymios G.
39
Schneider, Friedrich
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Bouri, Elie
36
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
Brooks, Robert
35
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Energy economics
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Applied economics letters
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
14
International journal of finance & economics : IJFE
12
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11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
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Economics letters
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6
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Empirica : journal of european economics
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Asian economic papers
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of quantitative economics
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Letters in spatial and resource sciences : LSRS
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Review of financial economics : RFE
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Structural change and economic dynamics : SC+ED
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The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
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ECONIS (ZBW)
393
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
3
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
5
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
6
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:
7
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
8
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
9
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
10
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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