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~subject:"Calendar effect"
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Search: subject_exact:"Seasonal variations"
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Calendar effect
Stock market
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Saisonale Schwankungen
17
Seasonal variations
17
Time series analysis
11
Zeitreihenanalyse
11
Electric power industry
8
Elektrizitätswirtschaft
8
Electricity price
7
Strompreis
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Theorie
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Seasonality
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Long-term seasonal component
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Commodity derivative
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EU countries
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He, Changli
2
Kang, Jian
2
Teräsvirta, Timo
2
Weron, Rafał
2
Bhar, Ramaprasad
1
Colwell, David B.
1
García Mirantes, Andrés
1
Hinderks, Wieger Johan
1
Marcjasz, Grzegorz
1
Población, Javier
1
Serna, Gregorio
1
Shao, Chengwu
1
Silvennoinen, Annastiina
1
Uniejewski, Bartosz
1
Wagner, Andreas
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Energy economics
Economics letters
24
International journal of forecasting
21
Report / Econometric Institute, Erasmus University Rotterdam
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
16
Journal of econometrics
15
Applied economics letters
13
Journal of forecasting
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Finance research letters
10
Econometric reviews
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Tourism economics : the business and finance of tourism and recreation
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Documentos de trabajo / Banco de España, Servicio de Estudios
8
Econometric theory
8
European journal of operational research : EJOR
8
NBER Working Paper
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Analyse saisonaler Zeitreihen
7
Discussion paper
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
7
International review of financial analysis
7
Journal of banking & finance
7
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ECONIS (ZBW)
7
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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
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:
6
A multi-factor model with time-varying and seasonal risk premiums for the natural gas market
Shao, Chengwu
;
Bhar, Ramaprasad
;
Colwell, David B.
- In:
Energy economics
50
(
2015
),
pp. 207-214
Persistent link: https://www.econbiz.de/10011564043
Saved in:
7
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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