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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Denisova, Valeriia"
~person:"Gil-Alaña, Luis A."
~person:"Mukhtarov, Shahriyar"
~person:"Russel, Edwin"
~person:"Tiwari, Aviral Kumar"
~subject:"Börsenkurs"
~subject:"Cointegration"
~subject:"Energy Consumption"
~subject:"Energy consumption"
~subject:"Inflation"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Börsenkurs
Cointegration
Energy Consumption
Energy consumption
Inflation
Zeitreihenanalyse
Time series analysis
35
Estimation
23
Schätzung
23
Causality analysis
16
Kausalanalyse
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persistence
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long memory
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Denisova, Valeriia
Gil-Alaña, Luis A.
Mukhtarov, Shahriyar
Russel, Edwin
Tiwari, Aviral Kumar
Gupta, Rangan
26
Moosa, Imad A.
20
Chang, Tsangyao
16
Wohar, Mark E.
14
Bahmani-Oskooee, Mohsen
13
Mustofa Usman
12
Apergēs, Nikolaos
11
Ma, Feng
11
Balcilar, Mehmet
10
Khobai, Hlalefang
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Mahmood, Haider
10
Myrzabekkyzy, Kundyz
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Shahbaz, Muhammad
10
Burakov, Dmitry
9
Hammoudeh, Shawkat
9
Jawadi, Fredj
9
McAleer, Michael
9
Narayan, Paresh Kumar
9
Abdul Rahim Ridzuan
8
Hussain Ali Bekhet
8
Kandil, Magda
8
Lee, Chien-chiang
8
Shahzad, Syed Jawad Hussain
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Bhaskara Rao, Buddhavarapu
7
Chan, Kam C.
7
Mohd Shahidan Shaari
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Nguyen, Duc Khuong
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Roca, Eduardo
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Sinaga, Obsatar
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Wahyudi, Heru
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Abubakirova, Aktolkin
6
Adam, Pasrun
6
Allen, David E.
6
Arize, Augustine Chuck
6
Bass, Alexander
6
Bolganbayev, Artur
6
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American journal of agricultural economics
Applied economics
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Energy economics
20
Applied economics letters
19
Economic modelling
14
Research in international business and finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International journal of finance & economics : IJFE
7
Tourism economics : the business and finance of tourism and recreation
7
Journal of economics and finance
6
The empirical economics letters : a monthly international journal of economics
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of forecasting
5
Applied financial economics
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International review of financial analysis
4
Journal of economic studies
4
Journal of economics and finance : JEF
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Review of development finance
4
Review of financial economics : RFE
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The South African journal of economics
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Theoretical economics letters
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Computational economics
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Defence and peace economics
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Economia internazionale
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Economics letters
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International journal of theoretical and applied finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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African development review
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African journal of economic and sustainable development
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ECONIS (ZBW)
58
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
3
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
4
Risk synchronization in Australia stock market : a sector analysis
Asafo-Adjei, Emmanuel
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 582-610
Persistent link: https://www.econbiz.de/10014535381
Saved in:
5
Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati, Nurhanurawati
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 194-202
Persistent link: https://www.econbiz.de/10014433779
Saved in:
6
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
Saved in:
9
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
Saved in:
10
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
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