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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Energy economics"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
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Prognoseverfahren
Capital income
Nichtparametrisches Verfahren
Statistical distribution
18
Statistische Verteilung
18
Volatility
8
Volatilität
8
Risikomaß
7
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7
ARCH model
6
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Oil price
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Theory
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Al-Freedi, Ajab
1
Cai, Jun
1
Hasanov, Akram Shavkatovich
1
Heng, Zin Yau
1
Ho, Anson T. Y.
1
Huynh, Kim P.
1
Jacho-Chávez, David Tomás
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Ke, Rui
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Salisu, Afees A.
1
Tchankam, Jean Paul
1
Wang, Peng
1
Wang, Yudong
1
Webb, Robert I.
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Wei, Yu
1
Weron, Rafał
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Xue, Minggao
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Energy economics
International journal of forecasting
57
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Applied economics
20
Finance research letters
19
Insurance / Mathematics & economics
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The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Economic modelling
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Economics letters
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Journal of empirical finance
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Quantitative finance
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Journal of forecasting
11
Computational economics
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Applied economics letters
9
Pacific-Basin finance journal
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Research in international business and finance
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Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
Journal of economic dynamics & control
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Discussion papers / CEPR
6
International journal of theoretical and applied finance
6
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Research paper series / Swiss Finance Institute
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European journal of operational research : EJOR
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Journal of financial economics
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Swiss Finance Institute Research Paper
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The econometrics journal
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1
Distributional neural networks for electricity price forecasting
Marcjasz, Grzegorz
;
Narajewski, Michał Andrzej
;
Weron, …
- In:
Energy economics
125
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014484407
Saved in:
2
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
3
Probability distribution forecasting of carbon allowance prices : a hybrid model considering multiple influencing factors
Lei, Heng
;
Xue, Minggao
;
Liu, Huiling
- In:
Energy economics
113
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540610
Saved in:
4
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
5
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
6
Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions
Hasanov, Akram Shavkatovich
;
Poon, Wai Ching
; …
- In:
Energy economics
70
(
2018
),
pp. 307-333
Persistent link: https://www.econbiz.de/10011942743
Saved in:
7
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
8
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
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