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Forecasting gasoline prices with mixed random forest error correction models
Escribano, Álvaro; Wang, Dandan - 2020
Persistent link: https://www.econbiz.de/10012310571
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Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012310604
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - In: Applied economics 52 (2020) 42, pp. 4621-4638
Persistent link: https://www.econbiz.de/10012298654
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Patent propensity, R&D and market competition : dynamic spillovers of innovation leaders and followers
Blazsek, Szabolcs; Escribano, Álvaro - In: Journal of econometrics 191 (2016) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10011594700
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Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019
Persistent link: https://www.econbiz.de/10012100515
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535
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Investment climate effects on alternative firm-level productivity measures
Escribano, Álvaro; Guasch, José Luis; Pena, Jorge - 2019
Persistent link: https://www.econbiz.de/10012100541
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Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100546
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro; Sucarrat, Genaro - In: Energy economics 74 (2018), pp. 287-298
Persistent link: https://www.econbiz.de/10011972846