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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~subject:"Risk measure"
~subject:"Share price"
~subject:"Time series analysis"
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Search: subject_exact:"Multivariates Verfahren"
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Multivariate Analyse
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Avino, Davide
1
Di Iorio, Francesca
1
Eichler, Michael
1
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1
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1
Kyriakou, Ioannis
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Economics letters
Energy economics
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of forecasting
15
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12
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11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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8
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ECONIS (ZBW)
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1
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:
2
Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian
;
Weron, Rafał
- In:
Energy economics
70
(
2018
),
pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
Saved in:
3
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
4
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Saved in:
5
Modeling and forecasting multivariate electricity price spikes
Manner, Hans
;
Türk, Dennis
;
Eichler, Michael
- In:
Energy economics
60
(
2016
),
pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
Saved in:
6
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
7
On testing for nonlinearity in multivariate time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Economics letters
125
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010504802
Saved in:
8
The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric
;
Vivian, Andrew J.
;
Wohar, Mark E.
- In:
Energy economics
43
(
2014
),
pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Saved in:
9
The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Lee, Oesook
;
Lee, Jungwha
- In:
Economics letters
125
(
2014
)
3
,
pp. 331-335
Persistent link: https://www.econbiz.de/10010506097
Saved in:
10
Explaining the (non-) causality between energy and economic growth in the US : a multivariate sectoral analysis
Gross, Christian
- In:
Energy economics
34
(
2012
)
2
,
pp. 489-499
Persistent link: https://www.econbiz.de/10009618733
Saved in:
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