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ARCH model
271
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232
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3
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Energy economics
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1,091
International journal of forecasting
645
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
497
Applied economics
485
Econometric theory
442
Discussion paper / Tinbergen Institute
432
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413
Journal of forecasting
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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221
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221
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214
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International review of economics & finance : IREF
196
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184
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174
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173
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166
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
164
Journal of economic dynamics & control
159
The econometrics journal
158
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
155
Journal of risk and financial management : JRFM
149
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ECONIS (ZBW)
460
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1
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
- In:
Energy economics
82
(
2019
),
pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
Saved in:
2
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
3
Applied
econometrics
and implications for energy economics research
Smyth, Russell
;
Narayan, Paresh Kumar
- In:
Energy economics
50
(
2015
),
pp. 351-358
Persistent link: https://www.econbiz.de/10011564120
Saved in:
4
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
5
A characterization of oil price behavior : evidence from jump models
Gronwald, Marc
- In:
Energy economics
34
(
2012
)
5
,
pp. 1310-1317
Persistent link: https://www.econbiz.de/10009688098
Saved in:
6
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
7
Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye
;
Lin, Sharon X. W.
;
Tamvakis, Michael
- In:
Energy economics
34
(
2012
)
6
,
pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
Saved in:
8
A nonparametric GARCH model of crude oil price return volatility
Hou, Aijun
;
Suardi, Sandy
- In:
Energy economics
34
(
2012
)
2
,
pp. 618-626
Persistent link: https://www.econbiz.de/10009618668
Saved in:
9
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
10
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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