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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ben Haddad, Hedi"
~person:"Bresson, Georges"
~person:"Easton, Steve"
~person:"Gil-Alaña, Luis A."
~person:"Kang, Jangkoo"
~person:"Nonejad, Nima"
~subject:"Crude oil price"
~subject:"Density prediction accuracy"
~subject:"Estimation"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Risikoprämie"
~subject:"Risk"
~subject:"Schätzung"
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Crude oil price
Density prediction accuracy
Estimation
Realized volatility
Regressionsanalyse
Risikoprämie
Risk
Schätzung
Time series analysis
8
Zeitreihenanalyse
8
Volatility
7
Volatilität
7
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Prognoseverfahren
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ARCH-Modell
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Risk premium
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Börsenkurs
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Oil price
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Risiko
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Estimation theory
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Long memory
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National income
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Ben Haddad, Hedi
Bresson, Georges
Easton, Steve
Gil-Alaña, Luis A.
Kang, Jangkoo
Nonejad, Nima
Gupta, Rangan
16
Kang, Sang Hoon
11
Mensi, Walid
8
Zhu, Huiming
7
Apergēs, Nikolaos
6
Hau, Liya
6
Al-Yahyaee, Khamis Hamed
5
Dai, Zhifeng
5
Pierdzioch, Christian
5
Xuan Vinh Vo
5
Yoon, Seong-min
5
Balcilar, Mehmet
4
Chen, Mei-Ping
4
Lee, Chien-chiang
4
Lien, Da-hsiang Donald
4
Salisu, Afees A.
4
Yang, Chunpeng
4
Zaremba, Adam
4
Ahmed, Walid M. A.
3
Beckmann, Joscha
3
Belke, Ansgar
3
Caporin, Massimiliano
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Chiah, Mardy
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Dash, Saumya Ranjan
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Demirer, Rıza
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Fung, Hung-gay
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Hammoudeh, Shawkat
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Ho, Kin-Yip
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Ji, Qiang
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Maitra, Debasish
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Narayan, Paresh Kumar
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Narayan, Seema
3
Pérez Rodríguez, Jorge V.
3
Shi, Yanlin
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yin, Libo
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
11
Applied economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of financial analysis
6
Research in international business and finance
6
Economic modelling
4
Energy economics
4
Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Journal of banking & finance
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Computational economics
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Journal of economics and finance
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The journal of futures markets
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African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Applied econometrics and international development
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Applied financial economics
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Applied financial economics letters
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Asian Journal of Empirical Research
1
Australian economic papers
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Bulletin of economic research
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Comparative economic studies
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ECONIS (ZBW)
16
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1
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
2
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
3
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
4
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
The negative hiring rate premium on stock returns in the Korean stock market
Bae, Jaewan
;
Kang, Jangkoo
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388954
Saved in:
6
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
7
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
8
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
9
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
10
Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges
;
Lacroix, Guy
;
Rahman, Mohammad Arshad
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 227-259
Persistent link: https://www.econbiz.de/10012488917
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