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source:"econis"
subject:"Theorie"
~isPartOf:"Department of Economics working paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Energy economics"
~isPartOf:"Kiel working paper"
~person:"Alam, Md. Samsul"
~person:"Attanasio, Orazio P."
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Huber, Florian"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Morales-Arias, Leonardo"
~person:"Nonejad, Nima"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Kapitalmarktrendite"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Alam, Md. Samsul
Attanasio, Orazio P.
Balcilar, Mehmet
Gupta, Rangan
Herwartz, Helmut
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Lindé, Jesper
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Morales-Arias, Leonardo
Nonejad, Nima
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ECONIS (ZBW)
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1
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:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
3
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
4
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:
5
Exchange rate dynamics and monetary policy : evidence from a non-linear DSGE-VAR approach
Huber, Florian
;
Rabitsch, Katrin
-
2019
Persistent link: https://www.econbiz.de/10012138216
Saved in:
6
Model instability in predictive exchange rate regressions
Hauzenberger, Niko
;
Huber, Florian
-
2018
Persistent link: https://www.econbiz.de/10011978479
Saved in:
7
Sophisticated and small versus simple and sizeable : when does it pay off to introduce drifting coefficients
Feldkircher, Martin
;
Huber, Florian
;
Kastner, Gregor
-
2018
Persistent link: https://www.econbiz.de/10011799559
Saved in:
8
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
9
Threshold cointegration and adaptive shrinkage
Huber, Florian
;
Zörner, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011745698
Saved in:
10
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
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