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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper"
~isPartOf:"Energy economics"
~subject:"Kointegration"
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Kointegration
Time series analysis
135
Zeitreihenanalyse
135
Oil price
55
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55
Forecasting model
51
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51
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47
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Balcilar, Mehmet
2
Gupta, Rangan
2
Mishra, Tapas
2
Parhi, Mamata
2
Sephton, Peter S.
2
Aghababa, Hajar
1
Arčabić, Vladimir
1
Asafu-Adjaye, John
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Bacchi, Mirian Rumenos Piedade
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1
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Cowles Foundation discussion paper
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Energy economics
Journal of econometrics
24
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Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics
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Econometric reviews
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Applied economics letters
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International journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
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Tourism economics : the business and finance of tourism and recreation
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Essays in honor of Joon Y. Park : econometric theory
5
International journal of business and globalisation : IJBG
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Portuguese economic journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Econometric theory
4
Economic research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Handbook of economic forecasting ; 1
4
Journal of international money and finance
4
Modern economy
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The econometrics journal
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Economic change & restructuring
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Finance research letters
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FinanzArchiv : public finance analysis
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
International review of applied economics
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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:
2
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
3
The influence of electricity prices on saving electricity in production : automated multivariate time-series analyses for 99 Danish trades and industries
Bjerregaard, Casper
;
Møller, Niels Framroze
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202435
Saved in:
4
Cointegration of electricity consumption and GDP in the presence of smooth structural changes
Arčabić, Vladimir
;
Gelo, Tomislav
;
Sonora, Robert
; …
- In:
Energy economics
97
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012820029
Saved in:
5
A new way of measuring the WTI-Brent spread : globalization, shock persistence and common trends
Bravo Caro, José Manuel
;
Golpe, Antonio A.
;
Iglesias, …
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012506088
Saved in:
6
Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries : two types of wavelet analysis
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Energy economics
90
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517570
Saved in:
7
A (negative) replication of "the relationship between energy consumption, energy prices, and economic growth: time series evidence from Asian developing countries" (Energy Economic...
Mann, Janelle
;
Sephton, Peter S.
- In:
Energy economics
82
(
2019
),
pp. 78-84
Persistent link: https://www.econbiz.de/10012173846
Saved in:
8
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
9
Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis
Jawadi, Fredj
;
Ftiti, Zied
- In:
Energy economics
80
(
2019
),
pp. 12-19
Persistent link: https://www.econbiz.de/10012172289
Saved in:
10
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
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