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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~subject:"Commodity derivative"
~type_genre:"Article in journal"
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Search: subject:"Time series analysis"
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Commodity derivative
Time series analysis
519
Zeitreihenanalyse
518
Theorie
244
Theory
244
Estimation theory
168
Schätztheorie
168
Oil price
83
Ölpreis
83
Volatility
81
Volatilität
81
Forecasting model
74
Prognoseverfahren
74
Estimation
73
Schätzung
73
Welt
50
World
50
Cointegration
49
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48
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47
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47
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40
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40
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Stochastic process
33
Stochastischer Prozess
33
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31
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31
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30
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30
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27
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27
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24
Autokorrelation
24
Electric power industry
24
Elektrizitätswirtschaft
24
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24
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Ma, Feng
2
Nguyen, Duc Khuong
2
Arouri, Mohamed
1
Auer, Benjamin R.
1
Benth, Fred Espen
1
Berger, Theo
1
Cerqueti, Roy
1
Chang, Chia-Lin
1
Cheng, Zishu
1
Chevallier, Julien
1
Chkili, Walid
1
Dahl, Roy Endré
1
Date, Paresh
1
Degiannakis, Stavros
1
DiLellio, James A.
1
Dyer, James S.
1
Fanelli, Viviana
1
Filis, George
1
García Mirantes, Andrés
1
Hacihasanoglu, Erk
1
Hahn, Warren J.
1
Hammoudeh, Shawkat
1
Hong, Yongmiao
1
Huang, Yisu
1
Ji, Qiang
1
Jin, Xiaoye
1
Kang, Sang Hoon
1
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1
Klüppelberg, Claudia
1
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1
Lahiani, Amine
1
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1
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1
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1
Lin, Sharon X. W.
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Lu, Xinjie
1
Luo, Jiawen
1
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1
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1
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CREATES research paper
Econometric theory
Energy economics
Economic modelling
7
Agricultural economics : the journal of the International Association of Agricultural Economists
5
The journal of futures markets
5
Applied economics letters
4
Finance research letters
4
Journal of empirical finance
4
International review of economics & finance : IREF
3
Journal of banking & finance
3
International Journal of Financial Markets and Derivatives : IJFMD
2
International journal of forecasting
2
Research in international business and finance
2
The energy journal
2
Applied economics
1
Asia Pacific financial markets
1
Asian economic journal : journal of the East Asian Economic Association
1
Cogent economics & finance
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy strategy reviews
1
Financial markets and portfolio management
1
IIMB management review
1
Intelligent systems in accounting, finance & management
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of bonds and derivatives
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International review of applied economics
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of commodity markets
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of international business and economics : JIBE
1
Journal of multinational financial management
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ECONIS (ZBW)
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1
Climate change and crude oil prices : an interval forecast model with interval-valued textual data
Cheng, Zishu
;
Li, Mingchen
;
Sun, Yuying
;
Hong, Yongmiao
; …
- In:
Energy economics
134
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047159
Saved in:
2
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
3
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:
4
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
5
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
6
Long run analysis of crude oil portfolios
Cerqueti, Roy
;
Fanelli, Viviana
;
Rotundo, Giulia
- In:
Energy economics
79
(
2019
),
pp. 183-205
Persistent link: https://www.econbiz.de/10012172273
Saved in:
7
Temporal and spectral dependence between crude oil and agricultural commodities : a wavelet-based copula approach
Yahya, Muhammad
;
Oglend, Atle
;
Dahl, Roy Endré
- In:
Energy economics
80
(
2019
),
pp. 277-296
Persistent link: https://www.econbiz.de/10012172436
Saved in:
8
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
9
On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
10
Information spillover dynamics of the energy futures market sector : a novel common factor approach
Kuruppuarachchi, Duminda
;
Premachandra, I. M.
- In:
Energy economics
57
(
2016
),
pp. 277-294
Persistent link: https://www.econbiz.de/10011698469
Saved in:
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