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~person:"Audrino, Francesco"
~person:"Balcilar, Mehmet"
~person:"Kilian, Lutz"
~subject:"Prognoseverfahren"
~subject:"Ölpreis"
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Audrino, Francesco
Balcilar, Mehmet
Kilian, Lutz
Gupta, Rangan
99
Marcellino, Massimiliano
30
Baghestani, Hamid
28
Rossi, Barbara
27
Pierdzioch, Christian
26
Diebold, Francis X.
25
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23
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Ravazzolo, Francesco
21
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Baumeister, Christiane
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Stock, James H.
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Wohar, Mark E.
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Clark, Todd E.
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Clements, Michael P.
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Zhou, Xiaoqing
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Guo, Hui
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McCracken, Michael W.
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Chinn, Menzie David
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Koopman, Siem Jan
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Sarno, Lucio
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Giacomini, Raffaella
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Salisu, Afees A.
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ECONIS (ZBW)
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1
Why does gasoline cost so much? : a joint model of the global cruide oil market and the US retail gasoline market
Kilian, Lutz
-
2008
Persistent link: https://www.econbiz.de/10003739217
Saved in:
2
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
3
Do energy prices respond to US macroeconomic news? : a test of the hypothesis of predetermined energy prices
Kilian, Lutz
;
Vega, Clara
-
2008
Persistent link: https://www.econbiz.de/10003773993
Saved in:
4
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
5
Not all oil price shocks are alike : disentangling demand and supply shocks in the crude oil market
Kilian, Lutz
- In:
The American economic review
99
(
2009
)
3
,
pp. 1053-1069
Persistent link: https://www.econbiz.de/10003863234
Saved in:
6
The economic effects of energy price shocks
Kilian, Lutz
- In:
Journal of economic literature
46
(
2008
)
4
,
pp. 871-909
Persistent link: https://www.econbiz.de/10003864707
Saved in:
7
Pitfalls in estimating asymmetric effects of energy price shocks
Kilian, Lutz
;
Vigfusson, Robert J.
-
2009
Persistent link: https://www.econbiz.de/10003848443
Saved in:
8
Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco
;
Filipova, Kameliya
-
2009
Persistent link: https://www.econbiz.de/10003885820
Saved in:
9
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
10
How sensitive are consumer expenditures to retail energy prices?
Edelstein, Paul
;
Kilian, Lutz
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 766-779
Persistent link: https://www.econbiz.de/10003893985
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