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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Computational economics"
~isPartOf:"Energy economics"
~subject:"Forecasting model"
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Time series analysis
United States
Forecasting model
Estimation
533
Schätzung
531
Oil price
163
Ölpreis
163
Volatility
139
Volatilität
139
Welt
112
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112
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86
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86
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85
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67
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65
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63
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58
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56
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51
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51
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49
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43
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42
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42
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42
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41
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41
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180
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Ma, Feng
7
Wang, Yudong
5
Nonejad, Nima
4
Liu, Li
3
Zhang, Yue-jun
3
Balcilar, Mehmet
2
Boubaker, Heni
2
Bouri, Elie
2
Chevallier, Julien
2
Deryugina, Tatyana
2
Gupta, Rangan
2
Jawadi, Fredj
2
Kristjanpoller Rodríguez, Werner
2
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2
Liao, Yin
2
Lu, Xinjie
2
Narayan, Paresh Kumar
2
Salisu, Afees A.
2
Shahzad, Syed Jawad Hussain
2
Smyth, Russell
2
Sun, Yuying
2
Turner, Lesley J.
2
Wang, Shouyang
2
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2
Xu, Yahua
2
Zaman, Saeed
2
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2
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2
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1
Afuecheta, Emmanuel
1
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1
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1
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1
An, Haizhong
1
Andersson, Fredrik N. G.
1
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1
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1
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American economic journal : a journal of the American Economic Association
Computational economics
Energy economics
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
132
Finance research letters
129
Journal of econometrics
114
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
87
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
81
Journal of banking & finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
65
Journal of empirical finance
62
Journal of financial economics
47
Discussion papers / CEPR
46
Journal of economic dynamics & control
45
Journal of forecasting
42
Journal of international money and finance
40
Journal of applied econometrics
39
Research in international business and finance
39
SpringerLink / Bücher
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Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric reviews
32
The American economic review
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Academy of Management journal : AMJ
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
180
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1
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
2
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
3
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
4
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
5
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
6
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
7
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
8
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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9
Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley
- In:
Energy economics
124
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
Saved in:
10
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482808
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