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Time series analysis
Volatility
40,405
Volatilität
40,228
Asien
23,789
Asia
21,410
Theorie
10,604
Theory
10,356
Börsenkurs
9,629
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9,491
Schätzung
9,062
Estimation
8,860
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7,173
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7,145
Welt
6,419
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6,379
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6,310
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6,289
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6,181
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6,122
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5,634
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5,330
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4,829
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4,734
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4,474
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4,152
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3,913
Stochastischer Prozess
3,872
Prognoseverfahren
3,861
Option pricing theory
3,852
Forecasting model
3,814
Stochastic process
3,808
Finanzkrise
3,691
Financial crisis
3,659
Erdgas
3,508
Wirtschaftswachstum
3,402
Economic growth
3,291
Zeitreihenanalyse
3,270
China
3,223
Natural gas
2,927
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2,676
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McAleer, Michael
53
Caporale, Guglielmo Maria
44
Koopman, Siem Jan
39
Gil-Alaña, Luis A.
35
Lux, Thomas
32
Bollerslev, Tim
30
Gupta, Rangan
30
Härdle, Wolfgang
29
Andersen, Torben
24
Lucas, André
23
Dijk, Dick van
20
Tauchen, George Eugene
20
Todorov, Viktor
20
Chan, Joshua
19
Sibbertsen, Philipp
19
Asai, Manabu
17
Chang, Chia-Lin
17
Hafner, Christian M.
17
Rodriguez, Gabriel
17
Hallin, Marc
16
Kim, Donggyu
16
Hansen, Peter Reinhard
15
Li, Jia
15
Taylor, Robert
15
Teräsvirta, Timo
15
Caporin, Massimiliano
14
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
Ma, Feng
12
Meddahi, Nour
12
Patton, Andrew J.
12
Allen, David E.
11
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Centre for Analytical Finance <Århus>
3
Econometrisch Instituut <Rotterdam>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Strathclyde / Department of Economics
1
Universität zu Köln
1
Westfälische Wilhelms-Universität Münster
1
William Davidson Institute <Ann Arbor, Mich.>
1
World Tourism Organization
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
73
International journal of forecasting
60
Economic modelling
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
42
Applied economics
35
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
29
International review of financial analysis
29
Journal of financial econometrics
27
Quantitative finance
26
Working paper
26
CREATES research paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Research in international business and finance
21
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
Applied economics letters
16
CAMA working paper series
16
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
International Journal of Energy Economics and Policy : IJEEP
14
Econometric Institute research papers
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of finance & economics : IJFE
13
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
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ECONIS (ZBW)
3,191
RePEc
3
Showing
1
-
10
of
3,194
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of LNG on the relationship between UK and Continental European natural gas markets
Koenig, Philipp
-
2012
Persistent link: https://www.econbiz.de/10009737960
Saved in:
2
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
3
Parameter variation and the components of natural gas price
volatility
Brigida, Matthew
- In:
The journal of energy markets
12
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012020337
Saved in:
4
Modeling and forecasting the
volatility
of gas futures prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
; …
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10012000207
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
7
Unit root properties of natural gas spot and futures prices : the relevance of heteroskedasticity in high frequency data
Mishra, Vinod
;
Smyth, Russell
-
2014
Persistent link: https://www.econbiz.de/10010349921
Saved in:
8
Volatility
dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
;
Smith, Aaron D.
;
Williams, Jeffrey
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Saved in:
9
Volatility
dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
(
contributor
);
Smith, Aaron D.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003396527
Saved in:
10
Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003521058
Saved in:
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