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Investigating the relationship between gold and silver prices

Escribano, Álvaro; Granger, C. W. J. - 1996

Persistent link: https://www.econbiz.de/10000956797

Investigating the relationship between gold and silver prices

Escribano, Álvaro - In: Journal of forecasting 17 (1998) 2, pp. 81-107

Persistent link: https://www.econbiz.de/10001244494

Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020

Persistent link: https://www.econbiz.de/10012221928

Seasonal quasi-vector autoregressive models for macroeconomic data

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018

Persistent link: https://www.econbiz.de/10011799946

Seasonal quasi-vector autoregressive models with an application to crude oil production and economic activity in the United States and Canada

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018

Persistent link: https://www.econbiz.de/10011914528

Robust estimation and forecasting of climate change using score-driven ice-age models

Blazsek, Szabolcs; Escribano, Álvaro - In: Econometrics : open access journal 10 (2022) 1, pp. 1-29

We use data on the following climate variables for the period of the last 798 thousand years: global ice volume (Icet), atmospheric carbon dioxide level (CO2,t), and Antarctic land surface temperature (Tempt). Those variables are cyclical and are driven by the following strongly exogenous...

Persistent link: https://www.econbiz.de/10013041132

Score-driven threshold ice-age models : benchmark models for long-run climate forecasts

Blazsek, Szabolcs; Escribano, Álvaro - In: Energy economics 118 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014247850

Score-driven threshold ice-age models : benchmark models for long-run climate forecasts

Blazsek, Szabolcs; Escribano, Álvaro - 2022

Persistent link: https://www.econbiz.de/10013259822

Multivariate Markov-switching score-driven models : an application to the global crude oil market

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 313-335

Persistent link: https://www.econbiz.de/10013334746

Global, Arctic, and Antarctic sea ice volume predictions : using score-driven threshold climate models

Blazsek, Szabolcs; Escribano, Álvaro; Kristof, Erzsebet - 2024

Persistent link: https://www.econbiz.de/10014517265