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Inflation and inflation uncertainty in Turkey

Keskek, Sami; Orhan, Mehmet - In: Applied economics 42 (2010) 10/12, pp. 1281-1291

Persistent link: https://www.econbiz.de/10008658508

The negative side of inflation targeting : revisiting inflation uncertainty in the EMU

Lawton, Neil; Gallagher, Liam - In: Applied economics 52 (2020) 29, pp. 3186-3203

Persistent link: https://www.econbiz.de/10012258826

Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes

Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807

Persistent link: https://www.econbiz.de/10011815423

Inflation and inflation uncertainty in China

Jiang, Dou - In: Applied economics 48 (2016) 40/42, pp. 3935-3943

Persistent link: https://www.econbiz.de/10011639894

The power of weather : some empirical evidence on predicting day-ahead power prices through weather forecasts

Huurman, Christian; Ravazzolo, Francesco; Zhou, Chen - 2007

Persistent link: https://www.econbiz.de/10003482711

Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?

Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - 2011

Persistent link: https://www.econbiz.de/10008824705

Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?

Blazsek, Szabolcs; Villatoro, Marco - In: Applied economics 47 (2015) 16/18, pp. 1764-1774

Persistent link: https://www.econbiz.de/10010511965

Choosing expected shortfall over VaR in Basel III using stochastic dominance

Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2015

Bank risk managers follow the Basel Committee on Banking Supervision (BCBS) recommendations that recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The Basel Committee on Banking Supervision (2013, p. 3) noted that: "a number of...

Persistent link: https://www.econbiz.de/10011431395

Does VIX or volume improve GARCH volatility forecasts?

Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228

Persistent link: https://www.econbiz.de/10011433080

The power of weather : some empirical evidence on predicting day-ahead power prices through day-ahead weather forecasts

Huurman, Christian; Ravazzolo, Francesco; Chen Zhou - 2007

In the literature the effects of weather on electricity sales are well-documented. However, studies that have investigated the impact of weather on electricity prices are still scarce (e.g. Knittel and Roberts, 2005), partly because the wholesale power markets have only recently been...

Persistent link: https://www.econbiz.de/10011372511