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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Energy economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~language:"eng"
~language:"fra"
~language:"nld"
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Ramírez, Miguel D."
~person:"Yin, Libo"
~subject:"1973-1996"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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1973-1996
Asia
Developing countries
Fractional integration
Großbritannien
Volatility
Time series analysis
11
Zeitreihenanalyse
11
Oil price
9
Ölpreis
9
Estimation
7
Schätzung
7
Volatilität
6
Business cycle
5
Cointegration
5
Einheitswurzeltest
5
Kointegration
5
Theorie
5
Theory
5
Unit root test
5
Welt
5
World
5
Konjunktur
4
Oil market
4
Oil prices
4
Persistence
4
USA
4
United States
4
Ölmarkt
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ARMA model
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ARMA-Modell
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Forecasting model
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Long memory
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Prognoseverfahren
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Risiko
3
Risk
3
United Kingdom
3
ARCH model
2
ARCH-Modell
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Agrarpreis
2
Agricultural price
2
Börsenkurs
2
Causality analysis
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Article in journal
Government document
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Aufsatz in Zeitschrift
13
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English
French
Dutch
Author
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Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Ramírez, Miguel D.
Yin, Libo
Ma, Feng
20
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Bouri, Elie
14
Wang, Yudong
13
Gupta, Rangan
12
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Lee, Chien-chiang
9
Wei, Yu
9
Yoon, Seong-min
9
Lin, Boqiang
8
Sadorsky, Perry A.
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Batten, Jonathan A.
7
Chevallier, Julien
7
Mensi, Walid
7
Apergēs, Nikolaos
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Smyth, Russell
5
Soytaş, Uǧur
5
Wang, Jiqian
5
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Energy economics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International review of economics & finance : IREF
9
Research in international business and finance
9
Applied economics
8
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
International journal of finance & economics : IJFE
6
Economic modelling
5
International review of financial analysis
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economia internazionale
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International journal of theoretical and applied finance
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of forecasting
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Atlantic economic journal : AEJ
1
Business and Economic Research : BER
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics : the open-access, open-assessment journal
1
Economics bulletin : EB
1
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ECONIS (ZBW)
13
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13
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1
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
2
Dynamic link between oil prices and exchange rates : a non-linear approach
Xu, Yang
;
Han, Liyan
;
Wan, Li
;
Yin, Libo
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183369
Saved in:
3
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
Saved in:
4
Oil prices and news-based uncertainty : novel evidence
Su, Zhi
;
Lu, Man
;
Yin, Libo
- In:
Energy economics
72
(
2018
),
pp. 331-340
Persistent link: https://www.econbiz.de/10011972336
Saved in:
5
Can investor attention predict oil prices?
Han, Liyan
;
Lv, Qiuna
;
Yin, Libo
- In:
Energy economics
66
(
2017
),
pp. 547-558
Persistent link: https://www.econbiz.de/10011896568
Saved in:
6
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
7
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
8
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
9
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
10
Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
9
(
2003
)
4
,
pp. 257-267
Persistent link: https://www.econbiz.de/10001838355
Saved in:
1
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