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Time series analysis
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88
Lütkepohl, Helmut
74
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59
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53
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Taylor, Robert
42
Kapetanios, George
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Perron, Pierre
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Watson, Mark W.
40
Mills, Terence C.
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
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International journal of forecasting
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329
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
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Econometric theory
193
Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
90
Energy economics
86
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Working paper
80
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
75
CREATES research paper
71
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
59
Cowles Foundation discussion paper
56
Journal of empirical finance
54
NBER working paper series
54
Oxford bulletin of economics and statistics
53
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
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Finance research letters
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Discussion paper / Centre for Economic Policy Research
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Journal of macroeconomics
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ECONIS (ZBW)
12,867
ArchiDok
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EconStor
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RePEc
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1
Hedging with forecasting : a state-space approach to modeling vector-valued time series
Vukina, Tomislav
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 307-327
Persistent link: https://www.econbiz.de/10001125673
Saved in:
2
Commodity futures price
forecast
based on multi-scale combination model
Liu, Yijia
;
Gao, Yukun
;
Shi, Yufeng
;
Zhang, Yuxue
;
Li, Li
; …
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014234465
Saved in:
3
Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis
Schwarz, Thomas V.
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 147-167
Persistent link: https://www.econbiz.de/10001169804
Saved in:
4
Detecting volatility changes across the oil sector
Wilson, Berry K.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10001198874
Saved in:
5
South African political unrest, oil prices, and the time varying risk premium in the gold futures market
Melvin, Michael
- In:
The journal of futures markets
10
(
1990
)
2
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001128104
Saved in:
6
Unit root behavior in energy futures prices
Serletis, Apostolos
- In:
The energy journal
13
(
1992
)
2
,
pp. 119-128
Persistent link: https://www.econbiz.de/10001128188
Saved in:
7
A cointegration test for oil futures market efficiency
Crowder, William J.
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 933-941
Persistent link: https://www.econbiz.de/10001158679
Saved in:
8
Forecasting efficiency of energy futures prices
Ma, Cindy W.
- In:
The journal of futures markets
9
(
1989
)
5
,
pp. 393-419
Persistent link: https://www.econbiz.de/10001152260
Saved in:
9
A time series analysis of the crude oil spot and futures markets
Quan, Jing
-
1990
Persistent link: https://www.econbiz.de/10000850803
Saved in:
10
Combining price forecasting with hedging of hogs : an evaluation using alternative measures of risk
Holt, Matthew T.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 297-309
Persistent link: https://www.econbiz.de/10001128561
Saved in:
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