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~isPartOf:"Energy economics"
~language:"eng"
~source:"econis"
~subject:"Time series analysis"
~subject:"Volatility"
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Search: subject_exact:"Seasonal variations"
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Time series analysis
Volatility
Saisonale Schwankungen
17
Seasonal variations
17
Zeitreihenanalyse
11
Electric power industry
8
Elektrizitätswirtschaft
8
Electricity price
7
Strompreis
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Theorie
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Long-term seasonal component
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Weron, Rafał
5
He, Changli
2
Kang, Jian
2
Nowotarski, Jakub
2
Teräsvirta, Timo
2
Auer, Benjamin R.
1
Benth, Fred Espen
1
García Mirantes, Andrés
1
Hinderks, Wieger Johan
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Janczura, Joanna
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Marcjasz, Grzegorz
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Población, Javier
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Saltyte Benth, Jurate
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Serna, Gregorio
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Silvennoinen, Annastiina
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Tomczyk, Jakub
1
Trück, Stefan
1
Uniejewski, Bartosz
1
Wagner, Andreas
1
Wolff, Rodney C.
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1
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Energy economics
International journal of forecasting
29
Economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Report / Econometric Institute, Erasmus University Rotterdam
19
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
15
Journal of forecasting
14
Tourism economics : the business and finance of tourism and recreation
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
9
Journal of econometrics
9
Econometric reviews
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Documentos de trabajo / Banco de España, Servicio de Estudios
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EUI working paper / ECO
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NBER Working Paper
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CREATES research paper
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Discussion paper
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Econometric theory
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European journal of operational research : EJOR
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IHS economics series : working paper
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NBER working paper series
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Oxford bulletin of economics and statistics
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SERIEs : Journal of the Spanish Economic Association
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The econometrics journal
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CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrics : open access journal
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Journal of economic surveys
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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The Manchester School
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
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:
4
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
5
On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
6
A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
48
(
2015
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011533689
Saved in:
7
Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R.
- In:
Energy economics
43
(
2014
),
pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
Saved in:
8
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub
;
Tomczyk, Jakub
;
Weron, Rafał
- In:
Energy economics
39
(
2013
),
pp. 13-27
Persistent link: https://www.econbiz.de/10010235039
Saved in:
9
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna
;
Trück, Stefan
;
Weron, Rafał
;
Wolff, …
- In:
Energy economics
38
(
2013
),
pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
10
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
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