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Search: subject:"Time series analysis"
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Time series analysis
512
Zeitreihenanalyse
511
Theorie
244
Theory
244
Estimation theory
167
Schätztheorie
167
Oil price
79
Volatility
79
Volatilität
79
Ölpreis
79
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70
Prognoseverfahren
70
Estimation
69
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69
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48
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47
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47
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47
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47
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47
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39
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39
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34
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34
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32
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32
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30
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30
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513
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Phillips, Peter C. B.
19
Taylor, Robert
11
Saikkonen, Pentti
8
Gupta, Rangan
7
Hong, Yongmiao
7
Weron, Rafał
7
Cavaliere, Giuseppe
6
Gao, Jiti
6
Johansen, Søren
6
Leybourne, Stephen James
6
Lütkepohl, Helmut
6
Robinson, Peter M.
6
Wang, Yudong
6
Benth, Fred Espen
5
Chambers, Marcus J.
5
Harris, David
5
Jong, Robert M. de
5
Linton, Oliver
5
Vogelsang, Timothy J.
5
Chan, Ngai Hang
4
Gil-Alaña, Luis A.
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Liu, Li
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Perron, Pierre
4
Politis, Dimitris N.
4
Smyth, Russell
4
Wang, Qiying
4
Wohar, Mark E.
4
Balcilar, Mehmet
3
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Hammoudeh, Shawkat
3
Horváth, Lajos
3
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Granger Centre for Time Series Econometrics
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CREATES research paper
Econometric theory
Energy economics
Journal of econometrics
665
International journal of forecasting
572
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
320
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
221
Econometric reviews
212
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Journal of applied econometrics
147
Computational economics
132
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
106
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of international money and finance
70
International review of financial analysis
69
Journal of banking & finance
69
The empirical economics letters : a monthly international journal of economics
69
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
International journal of economics and financial issues : IJEFI
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
513
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31
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
32
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union
Cassetta, Ernesto
;
Nava, Consuelo Rubina
;
Zoia, Maria Grazia
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201930
Saved in:
33
Forecasting day-ahead electricity prices : a comparison of time series and neural network models taking external regressors into account
Lehna, Malte
;
Scheller, Fabian
;
Herwartz, Helmut
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202053
Saved in:
34
Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo
;
Bentancor, Andrea
;
Hardy, Nicolás
; …
- In:
Energy economics
106
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
Saved in:
35
The influence of electricity prices on saving electricity in production : automated multivariate time-series analyses for 99 Danish trades and industries
Bjerregaard, Casper
;
Møller, Niels Framroze
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202435
Saved in:
36
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa
;
Inekwe, John Nkwoma
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203009
Saved in:
37
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:
38
Dynamic dependence between main-byproduct metals and the role of clean energy market
Song, Huiling
;
Wang, Chang
;
Lei, Xiaojie
;
Zhang, Hongwei
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203251
Saved in:
39
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:
40
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:
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