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Forecasting model
Theorie
622,122
Theory
607,036
Welt
241,475
World
236,262
Schätzung
130,332
Estimation
124,174
USA
60,048
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Wirkungsanalyse
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Volatilität
20,237
Börsenkurs
20,072
Impact assessment
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Volatility
19,832
Share price
19,707
Prognoseverfahren
19,011
Entwicklungsländer
17,405
Mathematische Optimierung
16,822
Zeitreihenanalyse
16,755
Mathematical programming
16,717
Time series analysis
16,281
Developing countries
16,263
Kapitaleinkommen
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Gupta, Rangan
169
Diebold, Francis X.
143
Franses, Philip Hans
110
Marcellino, Massimiliano
110
Timmermann, Allan
110
Clark, Todd E.
91
Pierdzioch, Christian
86
Clements, Michael P.
85
Kilian, Lutz
79
Ravazzolo, Francesco
79
Swanson, Norman R.
77
Ma, Feng
76
Pesaran, M. Hashem
76
McAleer, Michael
69
McCracken, Michael W.
66
Schorfheide, Frank
65
Hyndman, Rob J.
62
Koopman, Siem Jan
59
Hendry, David F.
58
Koop, Gary
58
Wang, Yudong
57
Giannone, Domenico
56
McMillan, David G.
54
Baumeister, Christiane
51
Huber, Florian
50
Bollerslev, Tim
48
Lahiri, Kajal
46
Zhang, Yaojie
46
Ghysels, Eric
45
Rossi, Barbara
45
Härdle, Wolfgang
42
Dijk, Herman K. van
41
Granger, C. W. J.
40
Korobilis, Dimitris
40
Fildes, Robert
38
Guidolin, Massimo
38
Salisu, Afees A.
38
Athanasopoulos, George
37
Armstrong, J. Scott
36
Lux, Thomas
36
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National Bureau of Economic Research
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7
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Gottfried Wilhelm Leibniz Universität Hannover
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve System / Division of Research and Statistics
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University of Strathclyde / Department of Economics
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Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Economics
5
Federal Reserve Bank of San Francisco
5
Rutgers University / Department of Economics
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Springer Fachmedien Wiesbaden
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Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
4
Institut für Weltwirtschaft
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Federal Reserve Bank of Cleveland
3
IGI Global
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Narodna Banka na Republika Makedonija
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National Institute of Economic and Social Research
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OECD
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Rheinische Friedrich-Wilhelms-Universität Bonn
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Robert Schuman Centre for Advanced Studies
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School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
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Umeå universitet
3
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3
University of Exeter / Department of Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
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International journal of forecasting
850
Journal of forecasting
517
Energy economics
212
Journal of econometrics
169
Finance research letters
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Applied economics
147
Economic modelling
139
Journal of banking & finance
130
NBER working paper series
130
Working paper
127
NBER Working Paper
124
Discussion paper / Centre for Economic Policy Research
123
European journal of operational research : EJOR
121
Journal of empirical finance
120
Working paper / National Bureau of Economic Research, Inc.
119
Discussion paper / Tinbergen Institute
117
Economics letters
114
International review of financial analysis
112
Applied economics letters
110
Technological forecasting & social change : an international journal
103
Computational economics
97
The North American journal of economics and finance : a journal of financial economics studies
89
International review of economics & finance : IREF
87
Journal of applied econometrics
85
CESifo working papers
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Management science : journal of the Institute for Operations Research and the Management Sciences
82
Journal of financial economics
79
Journal of international money and finance
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Risks : open access journal
71
The European journal of finance
70
Working paper series / European Central Bank
65
Quantitative finance
62
Finance and economics discussion series
57
Journal of economic dynamics & control
57
CREATES research paper
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
55
International journal of production economics
54
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ECONIS (ZBW)
18,613
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1
Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash
;
Nademi, Younes
- In:
Energy economics
74
(
2018
),
pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
Saved in:
2
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
3
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
4
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
5
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
6
Effect of outliers on volatility forecasting and Value at Risk
estimation
in crude oil markets
Sharma, Himanshu
;
Dharmaraja, Selvamuthu
- In:
OPEC energy review
40
(
2016
)
3
,
pp. 276-299
Persistent link: https://www.econbiz.de/10011711516
Saved in:
7
Pricing in oil market and using probit model for analysis of stock market effects
Mikhaylov, Alexey Yurievich
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
2
,
pp. 69-73
Persistent link: https://www.econbiz.de/10011850489
Saved in:
8
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
9
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
10
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
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