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~subject:"ARCH model"
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ARCH model
Prognoseverfahren
41,470
Forecasting model
40,475
Zeitreihenanalyse
29,899
Time series analysis
28,877
Theorie
27,040
Theory
26,495
Prognose
18,012
Elektrizitätswirtschaft
17,954
Forecast
16,681
Electric power industry
16,377
Schätzung
11,302
Estimation
11,063
USA
9,412
United States
9,044
Schätztheorie
7,242
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7,160
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6,596
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6,505
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6,397
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6,375
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6,183
Börsenkurs
5,432
Germany
5,407
Share price
5,344
Welt
5,052
World
4,978
Strompreis
4,678
Electricity price
4,603
Wirtschaftsprognose
4,270
Economic forecast
4,152
EU-Staaten
4,028
EU countries
3,914
ARCH-Modell
3,287
Konjunktur
3,010
Business cycle
2,920
Inflation
2,780
Frühindikator
2,696
Kointegration
2,688
Leading indicator
2,677
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18
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McAleer, Michael
73
Ma, Feng
61
Gupta, Rangan
56
Zhang, Yaojie
33
Teräsvirta, Timo
30
Caporin, Massimiliano
28
Liang, Chao
23
Bauwens, Luc
21
Chang, Chia-Lin
21
Hansen, Peter Reinhard
20
Koopman, Siem Jan
20
Kumar, Dilip
20
Lütkepohl, Helmut
20
Wang, Yudong
20
Wei, Yu
19
Bouri, Elie
18
Degiannakis, Stavros
18
Huang, Zhuo
18
Ardia, David
17
Hafner, Christian M.
17
Rombouts, Jeroen V. K.
17
Engle, Robert F.
16
Paolella, Marc S.
16
Allen, David E.
15
Francq, Christian
15
Lucas, André
15
Molnár, Peter
15
Blazsek, Szabolcs
14
Chen, Cathy W. S.
14
Laurent, Sébastien
14
Wu, Xinyu
14
Conrad, Christian
13
Nonejad, Nima
13
Ruiz, Esther
13
Ñíguez, Trino-Manuel
13
Bollerslev, Tim
12
Lu, Xinjie
12
Saikkonen, Pentti
12
Salisu, Afees A.
12
Silvennoinen, Annastiina
12
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
5
National Bureau of Economic Research
5
Ekonomiska forskningsinstitutet <Stockholm>
3
University of Canterbury / Dept. of Economics and Finance
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Brown University / Department of Economics
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2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
William Davidson Institute <Ann Arbor, Mich.>
2
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1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
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Energy economics
109
Finance research letters
89
International journal of forecasting
83
Journal of forecasting
77
Journal of econometrics
58
Applied economics
57
Journal of empirical finance
56
Discussion paper / Tinbergen Institute
52
International review of financial analysis
52
Economic modelling
49
The North American journal of economics and finance : a journal of financial economics studies
49
International review of economics & finance : IREF
45
Economics letters
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of international financial markets, institutions & money
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of banking & finance
28
Journal of risk and financial management : JRFM
27
Applied financial economics
26
Working paper
26
Applied economics letters
25
Computational economics
24
Research in international business and finance
24
Econometric Institute research papers
22
International journal of finance & economics : IJFE
22
The European journal of finance
22
Econometric reviews
20
International Journal of Energy Economics and Policy : IJEEP
20
Journal of financial econometrics
20
CREATES research paper
19
Department of Economics working paper series
19
Econometrics : open access journal
18
Journal of risk
18
Quantitative finance
18
Risks : open access journal
18
International journal of economics and finance
16
International journal of economics and financial issues : IJEFI
16
Journal of time series econometrics
15
Pacific-Basin finance journal
15
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ECONIS (ZBW)
3,228
RePEc
1
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1
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10
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3,229
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date (oldest first)
1
Modeling and forecasting the electricity price in Iran using wavelet-based GARCH model
Pourghorban, Mojtaba
;
Mamipour, Siab
- In:
Iranian journal of economic studies : IJES
9
(
2020
)
1
,
pp. 233-260
Persistent link: https://www.econbiz.de/10012547083
Saved in:
2
Long memory in electricity prices return and volatility : evidence from OMEL and OMIP markets
Lotfi, Issam
;
Eddahbi, M'hamed
;
El Qalli, Yassine
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1187-1196
Persistent link: https://www.econbiz.de/10010527296
Saved in:
3
Applying ARMA-GARCH approaches to forecasting short-term electricity prices
Liu, Heping
;
Shi, Jing
- In:
Energy economics
37
(
2013
),
pp. 152-166
Persistent link: https://www.econbiz.de/10009760851
Saved in:
4
Adding dummy variables : a simple approach for improved volatility forecasting in electricity market
Gong, Xu
;
Lin, Boqiang
- In:
Journal of management science and engineering
8
(
2023
)
2
,
pp. 191-213
. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to
forecast
electricity …
Persistent link: https://www.econbiz.de/10014315942
Saved in:
5
The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis
Solibakke, Per Bjarte
- In:
The journal of energy markets
11
(
2018
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10011999481
Saved in:
6
Does renewable energy generation decrease the volatility of electricity prices? : an analysis of Denmark and Germany
Rintamäki, Tuomas
;
Siddiqui, Afzal S.
;
Salo, Ahti A.
- In:
Energy economics
62
(
2017
),
pp. 270-282
Persistent link: https://www.econbiz.de/10011748135
Saved in:
7
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
8
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:
9
Predicting crude oil prices during a pandemic : a comparison of
Arima
and Garch models
Haque, Mohammad Imdadul
;
Shaik, Abdul Rahman
- In:
Montenegrin journal of economics
17
(
2021
)
1
,
pp. 197-207
Persistent link: https://www.econbiz.de/10012436043
Saved in:
10
Probabilistic forecasting in day-ahead electricity markets : simulating peak and off-peak prices
Muniain, Peru
;
Ziel, Florian
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012546078
Saved in:
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