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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~isPartOf:"Tourism management : research, policies, practice"
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Autoregressive integrated moving average"
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ARMA model
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ARMA-Modell
29
Forecasting model
14
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14
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14
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14
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9
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Autoregressive Integrated Moving Average
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Dritsaki, Chaido
3
Mustofa Usman
2
Phillips, Peter C. B.
2
Russel, Edwin
2
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1
Ambya, Ambya
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Asaleye, Abiola John
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1
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International Journal of Energy Economics and Policy : IJEEP
Journal of empirical finance
The econometrics journal
Tourism management : research, policies, practice
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
29
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24
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21
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16
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11
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11
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10
International journal of economics and financial issues : IJEFI
9
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8
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8
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8
The empirical economics letters : a monthly international journal of economics
8
Advances in business and management forecasting
7
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Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
Journal of applied econometrics
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Asian African journal of economics and econometrics
4
CBN journal of applied statistics
4
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Economics bulletin : EB
4
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International journal of economics and finance
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Journal of the American Statistical Association : JASA
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Review of quantitative finance and accounting
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Statistical papers
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Technological forecasting & social change : an international journal
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Theoretical and applied economics : GAER review
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Applied economics letters
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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1
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
2
A framework to forecast electricity consumption of meters using automated ranking and data preprocessing
Guzel, Tulin
;
Cinar, Hakan
;
Cenet, Mehmet Nabi
;
Oguz, …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 179-193
Persistent link: https://www.econbiz.de/10014380570
Saved in:
3
Oil consumption forecasting using ARIMA models : an empirical study for Greece
Dritsaki, Chaido
;
Niklis, Dimitrios
;
Stamatiou, Pavlos
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
4
,
pp. 214-224
Persistent link: https://www.econbiz.de/10012623488
Saved in:
4
Forecasting European Union CO2 emissions using autoregressive integrated moving average-autoregressive conditional heteroscedasticity models
Dritsaki, Melina
;
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 411-423
Persistent link: https://www.econbiz.de/10012504221
Saved in:
5
Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Lawal, Adedoyin Isola
;
Dahunsi, Samuel Olatunde
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
Saved in:
6
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
Saved in:
7
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
8
Application of ARIMA modelling for the forecasting of solar, wind, spot and options electricity prices : the Australian National Electricity Market
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 263-272
Persistent link: https://www.econbiz.de/10012424611
Saved in:
9
The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
Saved in:
10
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
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