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An Introduction to Oil Market...
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Time series analysis
Schätzung
131,057
Estimation
124,933
Theorie
48,506
Theory
47,430
Prognoseverfahren
41,227
Volatility
40,917
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40,649
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40,233
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15,288
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11,966
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10,467
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10,285
Oil price
10,239
Ölpreis
10,171
Economic growth
9,912
Wechselkurs
9,021
Exchange rate
8,846
Wirkungsanalyse
8,819
EU-Staaten
8,773
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8,591
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Schätztheorie
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Geldpolitik
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Estimation theory
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Gil-Alaña, Luis A.
195
Caporale, Guglielmo Maria
176
Koopman, Siem Jan
102
Gupta, Rangan
92
McAleer, Michael
88
Franses, Philip Hans
83
Pesaran, M. Hashem
77
Hyndman, Rob J.
72
Koop, Gary
61
Kapetanios, George
59
Marcellino, Massimiliano
56
Ravazzolo, Francesco
55
Swanson, Norman R.
51
Lütkepohl, Helmut
43
Timmermann, Allan
43
Dijk, Dick van
42
Sibbertsen, Philipp
42
Watson, Mark W.
42
Härdle, Wolfgang
40
Lucas, André
40
Stock, James H.
38
Moosa, Imad A.
37
Chan, Joshua
36
Kunst, Robert M.
36
Athanasopoulos, George
34
Clements, Michael P.
34
Hendry, David F.
34
Gao, Jiti
33
Lux, Thomas
33
Teräsvirta, Timo
33
Tiwari, Aviral Kumar
33
Bollerslev, Tim
32
Caporin, Massimiliano
31
Clark, Todd E.
30
Croux, Christophe
30
Ghysels, Eric
30
Chang, Chia-Lin
29
Dijk, Herman K. van
29
Diebold, Francis X.
28
Grassi, Stefano
28
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Christian-Albrechts-Universität zu Kiel
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Umeå universitet
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Law
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Centre for Analytical Finance <Århus>
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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of St. Louis
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Australien / Bureau of Statistics
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Bank of Canada
2
Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
2
Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
2
Eric Cuvillier <Firma>
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Monetary Fund
2
London School of Economics and Political Science
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Rutgers University / Department of Economics
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
University of Cambridge / Department of Applied Economics
2
University of Otago / Commerce Division
2
University of Reading / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Zentrum für Europäische Wirtschaftsforschung
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australasian Economic Modelling Conference <1992, Cairns>
1
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International journal of forecasting
462
Journal of forecasting
239
Journal of econometrics
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Economic modelling
164
Discussion paper / Tinbergen Institute
156
Applied economics
151
Energy economics
150
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Applied economics letters
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Working paper
100
Working paper / Department of Econometrics and Business Statistics, Monash University
99
CESifo working papers
95
Computational economics
81
Econometric reviews
76
Finance research letters
76
Journal of empirical finance
71
CREATES research paper
65
Journal of applied econometrics
63
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
56
International Journal of Energy Economics and Policy : IJEEP
53
Journal of risk and financial management : JRFM
49
CAMA working paper series
46
International review of financial analysis
46
Journal of banking & finance
46
Applied financial economics
42
Journal of economic dynamics & control
41
Research in international business and finance
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
European journal of operational research : EJOR
39
Journal of international money and finance
38
Working paper series / European Central Bank
37
Econometric Institute research papers
36
Journal of financial econometrics
36
Macroeconomic dynamics
36
Quantitative finance
36
Cambridge working papers in economics
35
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ECONIS (ZBW)
11,653
RePEc
4
Other ZBW resources
1
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1
Modeling and forecasting the
volatility
of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
2
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
Saved in:
3
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
4
A study of Shanghai fuel oil futures price
volatility
based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
Saved in:
5
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
6
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
7
Cross-asset time-series momentum : crude oil
volatility
and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
8
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
9
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
10
Transition and measurement noise correlation in affine and Gaussian models : the case of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 50-64
Persistent link: https://www.econbiz.de/10012510330
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