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subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~source:"econis"
~subject:"Ölmarkt"
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Search: subject_exact:"Markovsche Kette"
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Zeitreihenanalyse
Ölmarkt
Markov chain
55
Markov-Kette
55
Volatility
33
Volatilität
33
Oil price
25
Ölpreis
25
Estimation
23
Schätzung
23
ARCH model
17
ARCH-Modell
17
Welt
14
World
14
Forecasting model
13
Prognoseverfahren
13
Commodity derivative
11
Rohstoffderivat
11
Theorie
11
Theory
11
Time series analysis
10
Electricity price
9
Erdöl
9
Petroleum
9
Strompreis
9
Bayes-Statistik
8
Bayesian inference
8
Monte Carlo simulation
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Monte-Carlo-Simulation
8
Oil market
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
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Share price
7
Crude oil
6
Electric power industry
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Elektrizitätswirtschaft
6
Energiemarkt
6
Energy market
6
Option pricing theory
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English
16
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Gupta, Rangan
2
Aye, Goodness C.
1
Balcilar, Mehmet
1
Bao Hoang Nguyen
1
Beckmann, Joscha
1
Bouoiyour, Jamal
1
Cross, Jamie
1
Czudaj, Robert
1
Date, Paresh
1
Di Sanzo, Silvestro
1
Gillas, Konstantinos Gkillas
1
Hache, Emmanuel
1
Hammoudeh, Shawkat
1
Hou, Chenghan
1
Ignatieva, Ekaterina
1
Ji, Qiang
1
Klarl, Torben
1
Klein, Tony
1
Lammerding, Marc
1
Lantz, Frédéric
1
Li, Fuxing
1
Lin, Yu
1
Luo, Jiawen
1
Mamon, Rogemar
1
Miller, Stephen M.
1
Murphy, Frederic H.
1
Nademi, Arash
1
Nademi, Younes
1
Oliveira, Fernando S.
1
Prasanna, Krishna
1
Selmi, Refk
1
Shalini, Velappan
1
Stephan, Patrick
1
Tenyakov, Anton
1
Tiwari, Aviral Kumar
1
Todorova, Neda
1
Trede, Mark
1
Wifling, Bernd
1
Wohar, Mark E.
1
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Energy economics
Journal of econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
19
Discussion paper / Tinbergen Institute
16
Economic modelling
15
Journal of forecasting
15
Economics letters
14
Applied economics
11
Working papers
11
CESifo working papers
10
Macroeconomic dynamics
10
Working paper
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of economics & finance : IREF
9
Computational economics
8
Journal of applied econometrics
8
Econometric reviews
7
Econometrics : open access journal
6
CAMA working paper series
5
CREATES research paper
5
Econometric Institute research papers
5
Econometric theory
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
5
Applied economics letters
4
International journal of economics and finance
4
Journal of empirical finance
4
Kiel working paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Documentos de trabajo / Banco de España
3
Economics working paper
3
Finance research letters
3
International Journal of Energy Economics and Policy : IJEEP
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
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:
2
On the China factor in the world oil market : a regime switching approach
Cross, Jamie
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816553
Saved in:
3
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
4
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
5
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
6
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
7
What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal
;
Selmi, Refk
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
Saved in:
8
A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
Saved in:
9
Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash
;
Nademi, Younes
- In:
Energy economics
74
(
2018
),
pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
Saved in:
10
Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
Saved in:
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