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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper"
~isPartOf:"Energy economics"
~subject:"Kointegration"
~type:"article"
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Search: subject:"Zeitreihenanalyse"
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Kointegration
Time series analysis
197
Zeitreihenanalyse
197
Oil price
78
Ölpreis
78
Volatility
67
Volatilität
67
Forecasting model
65
Prognoseverfahren
65
Estimation
54
Schätzung
54
Theorie
54
Theory
54
Welt
44
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44
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30
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30
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29
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Energy consumption
27
Cointegration
24
Electric power industry
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Elektrizitätswirtschaft
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Oil market
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Ölmarkt
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Commodity derivative
23
Rohstoffderivat
23
State space model
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Zustandsraummodell
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Causality analysis
16
Forecast
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Kausalanalyse
16
Prognose
16
Börsenkurs
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Forecasting
15
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English
23
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Balcilar, Mehmet
2
Gupta, Rangan
2
Mishra, Tapas
2
Parhi, Mamata
2
Sephton, Peter S.
2
Aghababa, Hajar
1
Alam, Khorshed
1
Arčabić, Vladimir
1
Asafu-Adjaye, John
1
Aslan, Alper
1
Bacchi, Mirian Rumenos Piedade
1
Bagnai, Alberto
1
Barnett, William A.
1
Bjerregaard, Casper
1
Bravo Caro, José Manuel
1
Cagli, Efe Çaglar
1
Caporin, Massimiliano
1
Enflo, Kerstin
1
Fontini, Fulvio
1
Ftiti, Zied
1
Gelo, Tomislav
1
Golpe, Antonio A.
1
Gross, Christian
1
Iglesias, Jesús
1
Jawadi, Fredj
1
Jiang, Zhuhua
1
Maaitah, Ahmad
1
Mandacı, Pınar Evrım
1
Mann, Janelle
1
Miller, Stephen M.
1
Mitra, Subrata Kumar
1
Mongeau Ospina, Christian Alexander
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Mustanen, Dmitri
1
Møller, Niels Framroze
1
Narayan, Paresh Kumar
1
Pal, Debdatta
1
Park, Donghyun
1
Rodrigues, Luciano
1
Shahiduzzaman, Md.
1
Shrestha, Keshab
1
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Cowles Foundation discussion paper
Discussion paper
Energy economics
Journal of econometrics
56
Economic modelling
41
Applied economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
27
Economics letters
25
Econometric theory
23
Econometric reviews
21
The empirical economics letters : a monthly international journal of economics
21
International journal of economics and financial issues : IJEFI
18
International journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrics : open access journal
16
Modern economy
12
Business and Economic Research : BER
11
Journal of economic surveys
11
Journal of macroeconomics
10
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
CBN journal of applied statistics
9
Cogent economics & finance
9
International journal of economics and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
9
Research in international business and finance
9
Computational economics
8
International review of economics & finance : IREF
8
Journal of time series econometrics
8
Economic research
7
Economies : open access journal
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of finance & economics : IJFE
7
Journal of applied econometrics
7
Journal of banking & finance
7
Journal of forecasting
7
Panoeconomicus
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Tourism economics : the business and finance of tourism and recreation
7
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Cointegration of electricity consumption and GDP in the presence of smooth structural changes
Arčabić, Vladimir
;
Gelo, Tomislav
;
Sonora, Robert
; …
- In:
Energy economics
97
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012820029
Saved in:
5
A new way of measuring the WTI-Brent spread : globalization, shock persistence and common trends
Bravo Caro, José Manuel
;
Golpe, Antonio A.
;
Iglesias, …
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012506088
Saved in:
6
Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries : two types of wavelet analysis
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Energy economics
90
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517570
Saved in:
7
A (negative) replication of "the relationship between energy consumption, energy prices, and economic growth: time series evidence from Asian developing countries" (Energy Economic...
Mann, Janelle
;
Sephton, Peter S.
- In:
Energy economics
82
(
2019
),
pp. 78-84
Persistent link: https://www.econbiz.de/10012173846
Saved in:
8
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
9
Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis
Jawadi, Fredj
;
Ftiti, Zied
- In:
Energy economics
80
(
2019
),
pp. 12-19
Persistent link: https://www.econbiz.de/10012172289
Saved in:
10
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
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