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~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economics and finance : JEF"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Theorie"
~type_genre:"Article in journal"
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Long memory
Oil price
Theorie
Estimation
1,679
Schätzung
1,679
Theory
319
Volatility
266
Volatilität
266
USA
243
United States
243
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215
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215
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212
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176
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176
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Wang, Yudong
9
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8
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5
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4
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4
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4
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4
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3
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3
Hammoudeh, Shawkat
3
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3
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3
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3
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3
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3
Smyth, Russell
3
Sun, Yuying
3
Thai-Ha Le
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3
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3
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2
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2
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2
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2
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2
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2
Caraiani, Petre
2
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2
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2
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2
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Applied financial economics
Discussion paper series / IZA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Journal of economics and finance : JEF
Applied economics
350
Economic modelling
232
Economics letters
219
Applied economics letters
190
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Journal of international money and finance
159
International review of economics & finance : IREF
154
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146
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124
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123
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118
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109
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102
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96
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91
International journal of forecasting
91
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91
Finance research letters
90
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90
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85
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84
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83
International Journal of Energy Economics and Policy : IJEEP
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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78
International journal of finance & economics : IJFE
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76
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76
Econometric reviews
73
The economic journal : the journal of the Royal Economic Society
73
The Canadian journal of economics
72
American journal of agricultural economics
71
The European journal of finance
68
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
510
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510
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
Higher moment connectedness of cryptocurrencies : a time-frequency approach
Nyakurukwa, Kingstone
;
Seetharam, Yudhvir
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 793-814
Persistent link: https://www.econbiz.de/10014380684
Saved in:
3
The role of domestic and foreign economic uncertainties in determining the foreign exchange rates : an extended monetary approach
Murad, S. M. Woahid
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 666-677
Persistent link: https://www.econbiz.de/10013442221
Saved in:
4
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
5
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
6
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
7
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
8
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:
9
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
10
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Li, Houjian
;
Huang, Xinya
;
Guo, Lili
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490005
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