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source:"econis"
~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Energy economics"
~isPartOf:"The econometrics journal"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Volatility
Time series analysis
166
Zeitreihenanalyse
165
Forecasting model
61
Prognoseverfahren
61
Oil price
60
Ölpreis
60
Estimation
57
Schätzung
57
Volatilität
50
Theorie
46
Theory
46
Welt
37
World
37
Estimation theory
27
Schätztheorie
27
Cointegration
24
Kointegration
23
ARCH model
19
ARCH-Modell
19
Electricity price
19
Strompreis
19
Energiekonsum
17
Energy consumption
17
Electric power industry
15
Elektrizitätswirtschaft
15
Forecast
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Forecasting
15
Oil market
15
Prognose
15
VAR model
15
VAR-Modell
15
Ölmarkt
15
Aktienmarkt
14
Capital income
14
Einheitswurzeltest
14
Kapitaleinkommen
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Stock market
14
Unit root test
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English
53
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Gupta, Rangan
5
Ma, Feng
3
Pierdzioch, Christian
3
Balcilar, Mehmet
2
Hammoudeh, Shawkat
2
Ji, Qiang
2
Klein, Tony
2
Niu, Mengyi
2
Qu, Hui
2
Tiwari, Aviral Kumar
2
Wohar, Mark E.
2
Zhang, Yue-jun
2
Çepni, Oğuzhan
2
Abrell, Jan
1
Al-Freedi, Ajab
1
Alam, Md. Samsul
1
Aye, Goodness C.
1
Barigozzi, Matteo
1
Ben Ammar, Semir
1
Benth, Fred Espen
1
Berger, Theo
1
Block, Alexander Souza
1
Bonaccolto, Giovanni
1
Bonato, Matteo
1
Bouoiyour, Jamal
1
Cajueiro, Daniel Oliveira
1
Canofari, Paolo
1
Caporin, Massimiliano
1
Chen, Wei
1
Chevallier, Julien
1
Cicone, Antonio
1
Coronel, Daniel Arruda
1
Dahl, Roy Endré
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Di Domizio, Marco
1
Di Iorio, Francesca
1
Di Sanzo, Silvestro
1
Duan, Qingling
1
Duan, Xin-Lei
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CESifo working papers
Energy economics
The econometrics journal
Journal of econometrics
98
International journal of forecasting
52
Finance research letters
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Economic modelling
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Applied economics
30
Journal of empirical finance
30
Econometric reviews
29
Economics letters
29
Journal of financial econometrics
27
International review of economics & finance : IREF
25
The North American journal of economics and finance : a journal of financial economics studies
25
Quantitative finance
24
Computational economics
23
International review of financial analysis
20
Journal of forecasting
19
Research in international business and finance
18
Journal of banking & finance
15
Journal of economic dynamics & control
15
Applied economics letters
12
Journal of risk
12
Journal of time series econometrics
12
Econometric theory
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
European journal of operational research : EJOR
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
SpringerLink / Bücher
8
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
International journal of finance & economics : IJFE
7
Journal of economics and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Discussion papers / CEPR
6
Journal of financial markets
6
The European journal of finance
6
Theoretical economics letters
6
Eurasian economic review : a journal in applied macroeconomics and finance
5
International journal of economics and finance
5
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ECONIS (ZBW)
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1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
2
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
4
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
5
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:
6
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
7
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
8
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
9
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
10
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
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