Narrow search
Showing 1 - 10 of 19
Cover Image
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
Cover Image
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 44 (2014), pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Cover Image
Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur; Broadstock, David C.; Chen, Xiaoqi; … - In: Energy economics 82 (2019), pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
Cover Image
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
Cover Image
Temporal and spectral dependence between crude oil and agricultural commodities : a wavelet-based copula approach
Yahya, Muhammad; Oglend, Atle; Dahl, Roy Endré - In: Energy economics 80 (2019), pp. 277-296
Persistent link: https://www.econbiz.de/10012172436
Cover Image
Time-frequency contained co-movement of crude oil and world food prices : a wavelet-based analysis
Pal, Debdatta; Mitra, Subrata Kumar - In: Energy economics 62 (2017), pp. 230-239
Persistent link: https://www.econbiz.de/10011748104
Cover Image
Dynamic co-movements between energy consumption and economic growth : a panel data and wavelet perspective
Kristjanpoller Rodríguez, Werner; Sierra C., Alejandro; … - In: Energy economics 72 (2018), pp. 640-649
Persistent link: https://www.econbiz.de/10011972482
Cover Image
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
Cover Image
Co-movement of energy commodities revisited : evidence from wavelet coherence analysis
Vacha, Lukas; Barunik, Jozef - In: Energy economics 34 (2012) 1, pp. 241-247
Persistent link: https://www.econbiz.de/10009618864
Cover Image
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984