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subject:"Shock"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Causality analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Causality analysis
VAR model
75
VAR-Modell
75
Oil price
45
Ölpreis
45
Kausalanalyse
23
Volatility
21
Volatilität
21
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20
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Mustofa Usman
8
Russel, Edwin
8
Wamiliana
3
Wamiliana, Wamiliana
3
Warsono
3
Widiarti
3
Alam, Iskandar Ali
2
Burakov, Dmitry
2
Komarudin, M.
2
Setiawati, Marla
2
Abalaba, Bamidele Pereowei
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Abiona, Olukorede
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Acharya, H. Rajesh
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Adam, Pasrun
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Ajmal, Haram
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Akbulaev, Nurkhodzha
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Al-Mulali, Usama
1
Al-hajj, Ekhlas
1
Alawadhi, Salah A.
1
Alharbi, Abdullah M. H.
1
Ali, Abdelaziz Abdelmegid
1
Alio, Felix Chukwubuzo
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Amaiquema, Alexander Ruben Paladines
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Aruna, Bhagavatula
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Aumeboonsuke, Vesarach
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Banafea, Waheed Abdulrahman
1
Bayramli, Gadir
1
Bhagav, Sharan
1
Dada, Matthew Abiodun
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Dharmawan, Mohammad A.
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International Journal of Energy Economics and Policy : IJEEP
Energy economics
82
Applied economics
81
Economic modelling
78
Economics letters
60
Journal of international money and finance
59
Journal of economic dynamics & control
47
Journal of macroeconomics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of monetary economics
39
Applied economics letters
35
Macroeconomic dynamics
35
International review of economics & finance : IREF
33
European economic review : EER
30
Journal of money, credit and banking : JMCB
24
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of international economics
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Journal of econometrics
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Open economies review
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economies : open access journal
14
Journal of Asian economics
14
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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Quantitative economics : QE ; journal of the Econometric Society
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Cogent economics & finance
12
Journal of international financial markets, institutions & money
12
Emerging markets, finance and trade : EMFT
11
International review of financial analysis
11
Journal of the European Economic Association
11
Research in international business and finance
11
The review of economics and statistics
11
Iranian economic review : journal of University of Tehran
10
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
The economic impact of the US unconventional monetary policy, global commodity shocks, and oil price shocks on ASEAN 3
Rifa'i, Khamdan
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 616-624
Persistent link: https://www.econbiz.de/10014384613
Saved in:
3
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
4
The vector auto regression analysis of the link between renewable energy consumption and economic development for Turkey and Kazakhstan
Saiymova, Meiramkul
;
Troyanskaya, Marija
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 309-315
Persistent link: https://www.econbiz.de/10014365746
Saved in:
5
Analysis of the effect of energy prices on stock indexes during the epidemic crisis
Guliyeva, Shafa
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 526-536
Persistent link: https://www.econbiz.de/10014366137
Saved in:
6
Oil shocks, monetary policy, and stock returns : a case of oil-based economy
Alharbi, Abdullah M. H.
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 56-63
Persistent link: https://www.econbiz.de/10014430653
Saved in:
7
A VAR based study on energy consumption and economic growth
Alshami, Mohamed
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 317-321
Persistent link: https://www.econbiz.de/10014250483
Saved in:
8
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
Saved in:
9
Econometric analysis of the relationships between growth, exports and energy exports in Azerbaijan
Huseynli, Nigar
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 379-385
Persistent link: https://www.econbiz.de/10013275708
Saved in:
10
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
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