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Oil price shocks and long run...
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Zeitreihenanalyse
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Gil-Alaña, Luis A.
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Koop, Gary
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Pesaran, M. Hashem
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67
Swanson, Norman R.
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Marcellino, Massimiliano
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Lux, Thomas
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Maravall Herrero, Agustín
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Feng, Yuanhua
54
Hyndman, Rob J.
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Granger, C. W. J.
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Taylor, Robert
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Dijk, Herman K. van
49
Engle, Robert F.
48
Bauwens, Luc
47
Hallin, Marc
47
Ghysels, Eric
46
Beran, Jan
45
Perron, Pierre
45
Stock, James H.
44
Johansen, Søren
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Proietti, Tommaso
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Saikkonen, Pentti
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42
Timmermann, Allan
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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University of New England / Department of Econometrics
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Journal of econometrics
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International journal of forecasting
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Economics letters
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Econometric theory
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Economic modelling
184
Applied economics
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric reviews
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Energy economics
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Applied economics letters
138
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Working paper
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Working paper / Department of Econometrics and Business Statistics, Monash University
105
Journal of applied econometrics
101
CESifo working papers
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Computational economics
89
CREATES research paper
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Journal of economic dynamics & control
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of empirical finance
69
NBER Working Paper
69
NBER working paper series
65
Working paper / National Bureau of Economic Research, Inc.
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Oxford bulletin of economics and statistics
62
Econometrics : open access journal
61
Finance research letters
61
Journal of macroeconomics
60
International review of economics & finance : IREF
58
Cowles Foundation discussion paper
56
Tinbergen Institute Discussion Paper
56
SFB 649 discussion paper
55
Discussion paper / Centre for Economic Policy Research
54
The North American journal of economics and finance : a journal of financial economics studies
53
The econometrics journal
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Journal of international money and finance
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ECONIS (ZBW)
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EconStor
405
USB Cologne (EcoSocSci)
5
ArchiDok
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RePEc
1
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1
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:
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 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:
4
Time-varying persistence in real oil prices and its determinant
Kruse, Robinson
;
Wegener, Christoph
- In:
Energy economics
85
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
Saved in:
5
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
Saved in:
6
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
7
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
Saved in:
8
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
9
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
10
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
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