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~isPartOf:"Energy economics"
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Search: subject:"Time series analysis"
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Subject
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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
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
Stochastischer Prozess
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
24
Ölmarkt
24
Commodity derivative
23
Rohstoffderivat
23
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Undetermined
198
Free
7
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Article
511
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2
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Article in journal
Aufsatz in Zeitschrift
513
Arbeitspapier
164
Graue Literatur
164
Non-commercial literature
164
Working Paper
164
Collection of articles of several authors
4
Conference paper
4
Konferenzbeitrag
4
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4
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4
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3
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English
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
1
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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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513
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61
The response of CO2 emissions to the business cycle : new evidence for the U.S.
Klarl, Torben
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012510194
Saved in:
62
Time-varying persistence in real oil prices and its determinant
Kruse, Robinson
;
Wegener, Christoph
- In:
Energy economics
85
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
Saved in:
63
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
64
Renewable energy consumption and industrial production : a disaggregated time-frequency analysis for the U.S.
Hoang, Thi Hong Van
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
85
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012510291
Saved in:
65
Crude oil price analysis and forecasting : a perspective of "new triangle"
Lu, Quanying
;
Li, Yuze
;
Chai, Jian
;
Wang, Shouyang
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512285
Saved in:
66
An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm
Piersanti, Giovanni
;
Piersanti, Mirko
;
Cicone, Antonio
; …
- In:
Energy economics
92
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012519649
Saved in:
67
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
68
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
69
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:
70
Cross-border effects in interconnected electricity markets : an analysis of the Swiss electricity prices
Keles, Dogan
;
Dehler-Holland, Joris
;
Densing, Martin
; …
- In:
Energy economics
90
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012517182
Saved in:
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