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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject:"Time series analysis"
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Stochastischer Prozess
Time series analysis
512
Zeitreihenanalyse
511
Theorie
244
Theory
244
Estimation theory
167
Schätztheorie
167
Oil price
79
Volatility
79
Volatilität
79
Ölpreis
79
Forecasting model
70
Prognoseverfahren
70
Estimation
69
Schätzung
69
Cointegration
48
Einheitswurzeltest
47
Kointegration
47
Unit root test
47
Welt
47
World
47
ARCH model
39
ARCH-Modell
39
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Stochastic process
32
Electricity price
30
Statistical test
30
Statistischer Test
30
Strompreis
30
Energiekonsum
27
Energy consumption
27
Autocorrelation
24
Autokorrelation
24
Electric power industry
24
Elektrizitätswirtschaft
24
Oil market
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Ölmarkt
24
Commodity derivative
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Rohstoffderivat
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32
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32
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English
32
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Phillips, Peter C. B.
5
Benth, Fred Espen
3
Arteche, Josu
2
Han, Chirok
2
Lieberman, Offer
2
Robinson, Peter M.
2
Abrell, Jan
1
Aknouche, Abdelhakim
1
Bandi, Federico M.
1
Che Mohd Imran Che Taib
1
DiLellio, James A.
1
Dyer, James S.
1
Ercolani, Joanne S.
1
Fernández González, Paula
1
Francq, Christian
1
Gao, Jiti
1
García Mirantes, Andrés
1
Georgiev, Iliyan
1
Hahn, Warren J.
1
Hammes, David L.
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Haug, Stephan
1
Hidalgo, Javier
1
Ignatieva, Ekaterina
1
Im, Eric I.
1
Jong, Robert M. de
1
Kanaya, Shin
1
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1
Knight, John L.
1
Kokoszka, Piotr
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Kristensen, Dennis
1
Landajo, Manuel
1
Müller, Gernot
1
Neumann, Anne
1
Nielsen, Bent
1
Nyblom, Jukka
1
Park, Joon Y.
1
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CREATES research paper
Econometric theory
Energy economics
Journal of econometrics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Economics letters
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
International journal of forecasting
15
Computational economics
14
Quantitative finance
12
The econometrics journal
12
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
European journal of operational research : EJOR
8
Journal of financial econometrics
8
Journal of forecasting
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Risks : open access journal
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Macroeconomic dynamics
5
Applied economics
4
Finance research letters
4
Journal of the American Statistical Association : JASA
4
Research in international business and finance
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Annals of economics and finance
3
Applied financial economics
3
Applied mathematical finance
3
Finance and stochastics
3
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ECONIS (ZBW)
32
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1
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32
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1
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
2
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
3
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
4
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
5
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
6
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
7
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
8
Stochastic convergence in per capita CO2 emissions : an approach from nonlinear stationarity analysis
Presno, María José
;
Landajo, Manuel
;
Fernández …
- In:
Energy economics
70
(
2018
),
pp. 563-581
Persistent link: https://www.econbiz.de/10011942889
Saved in:
9
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
10
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
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