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~isPartOf:"Energy economics"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Journal of economic studies"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Demirer, Rıza"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Ramírez, Miguel D."
~subject:"1947-1993"
~subject:"ARMA-Modell"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
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1947-1993
ARMA-Modell
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Zeitreihenanalyse
19
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12
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Demirer, Rıza
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Ramírez, Miguel D.
Gupta, Rangan
21
Hammoudeh, Shawkat
21
Ma, Feng
19
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Bouri, Elie
14
Mensi, Walid
13
Apergēs, Nikolaos
11
Ji, Qiang
11
Yoon, Seong-min
10
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
9
Smyth, Russell
9
Uddin, Mohammed Gazi Salah
9
Wei, Yu
9
Lee, Chien-chiang
8
Lin, Boqiang
8
Sadorsky, Perry A.
8
Wen, Fenghua
8
Wohar, Mark E.
8
Benth, Fred Espen
7
Dai, Zhifeng
7
Serletis, Apostolos
7
Weron, Rafał
7
Chevallier, Julien
6
Do, Hung Xuan
6
Liu, Li
6
Roubaud, David
6
Wang, Shouyang
6
Wu, Chongfeng
6
Yin, Libo
6
Zhang, Yaojie
6
Bahmani-Oskooee, Mohsen
5
Bunn, Derek W.
5
Dao, Minh Quang
5
Darné, Olivier
5
Dutta, Anupam
5
Filis, George
5
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Energy economics
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Journal of economic studies
CESifo working papers
52
Economics and finance working paper series
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
19
Applied economics letters
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Discussion papers of interdisciplinary research project 373
14
Economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
9
International journal of finance & economics : IJFE
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Department of Economics working paper series
6
EUI working paper / ECO
6
Finance research letters
6
Journal of economics and finance
6
Journal of forecasting
6
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
Discussion paper / Centre for Economic Forecasting
5
International review of economics & finance : IREF
5
Journal of economics and finance : JEF
5
SFB 373 Discussion Paper
5
Applied financial economics
4
Economic modelling
4
Empirica : journal of european economics
4
International review of financial analysis
4
Review of development finance
4
Applied econometrics and international development
3
Atlantic economic journal : AEJ
3
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
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ECONIS (ZBW)
33
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1
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
2
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
3
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
4
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
5
Oil price shocks and cost of capital : does market liquidity play a role?
Prodromou, Tina
;
Demirer, Rıza
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013540690
Saved in:
6
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
7
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
8
Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu
;
Demirer, Rıza
;
Raheem, …
- In:
Energy economics
83
(
2019
),
pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
Saved in:
9
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Suleman, Muhammad …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182796
Saved in:
10
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
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