28
H index
52
i10 index
3661
Citations
| 28 H index 52 i10 index 3661 Citations RESEARCH PRODUCTION: 73 Articles 69 Papers EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pentti Saikkonen. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2022 | Convergencia del tipo de cambio real, de la tasa de interés y de la tasa de inflación en Argentina. (2022). Descalzi, Ricardo Luis. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4558. Full description at Econpapers || Download paper | |
2022 | American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM. (2022). , Suchitra ; Rangappa, K B ; Chetan, G K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:41-56. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Price Transmission Subject to Securityâ€based Trade Barriers in the Context of the Israeliâ€Palestinian Conflict. (2012). Rubin, Ofir ; Ihle, Rico. In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil. RePEc:ags:iaae12:125392. Full description at Econpapers || Download paper | |
2023 | Does Domestic Food Production Contribute to Improved Life Expectancy? Evidence from Low-Income Food-Deficit Countries (LIFDCS In Africa. (2023). Nzeh, Innocent Chile. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330864. Full description at Econpapers || Download paper | |
2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
2022 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2022 | Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888. Full description at Econpapers || Download paper | |
2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2022 | Gaussian and Students $t$ mixture vector autoregressive model. (2021). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648. Full description at Econpapers || Download paper | |
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924. Full description at Econpapers || Download paper | |
2022 | Is climate change time reversible?. (2022). Morana, Claudio ; Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2205.07579. Full description at Econpapers || Download paper | |
2022 | Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557. Full description at Econpapers || Download paper | |
2022 | Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models. (2022). Lee, Jieun. In: Papers. RePEc:arx:papers:2209.05563. Full description at Econpapers || Download paper | |
2022 | Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework. (2022). Semeraro, Patrizia ; Romeo, Andrea ; Marena, Marina. In: Papers. RePEc:arx:papers:2209.13314. Full description at Econpapers || Download paper | |
2023 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
2022 | Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830. Full description at Econpapers || Download paper | |
2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. Full description at Econpapers || Download paper | |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
2023 | Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362. Full description at Econpapers || Download paper | |
2023 | Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653. Full description at Econpapers || Download paper | |
2023 | Asymptotics for the Generalized Autoregressive Conditional Duration Model. (2023). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2307.01779. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2022 | Wealth and income inequality in the long run. (2022). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Papers. RePEc:aut:wpaper:202202. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Impacto macroeconómico del cambio climático en Colombia. (2022). Toro-Córdoba, Jorge Hernán ; Sanchez-Jabba, Andres ; Ramos-Forero, Jorge ; Pulido, Jose ; Parra-Amado, Daniel ; Osorio-Rodriguez, Daniel ; Ojeda-Joya, Jair ; Granger, Clark ; Bernal, Joaquin ; Granger-Castao, Clark ; Durana-Angel, Carolina ; Clavijo-Ramirez, Felipe ; Agudelo-Rivera, Camila ; Toro-Cordoba, Jorge ; Bernal-Ramirez, Joaquin ; Rodriguez-Novoa, Daniela. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2022:i:102:p:1-62. Full description at Econpapers || Download 2023 | . Full description at Econpapers || Download paper |
2022 | Market integration of domestic and imported seafood: Insights from the Sydney Fish Market. (2022). Pascoe, Sean ; Hoshino, Eriko ; Schrobback, Peggy ; Curtotti, Robert . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:1:p:216-236. Full description at Econpapers || Download paper | |
2023 | Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation. (2023). Wu, Kexing ; Ulku, Numan. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:5:p:1-25. Full description at Econpapers || Download paper | |
2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
2022 | Statistical inference of the value function for reinforcement learning in infinite?horizon settings. (2022). Lu, Wenbin ; Zhang, Sheng ; Shi, Chengchun ; Song, Rui. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:3:p:765-793. Full description at Econpapers || Download paper | |
2022 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104. Full description at Econpapers || Download paper | |
2022 | On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196. Full description at Econpapers || Download paper | |
2022 | A two?step procedure for testing partial parameter stability in cointegrated regression models. (2022). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:219-237. Full description at Econpapers || Download paper | |
2022 | Modeling normalcy?dominant ordinal time series: An application to air quality level. (2022). Zhu, KE ; Liu, Mengya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:460-478. Full description at Econpapers || Download paper | |
2022 | Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749. Full description at Econpapers || Download paper | |
2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper | |
2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper | |
2022 | The Greek Labour market before and after the pandemic: slack tightness and skills mismatch. (2022). Petroulakis, Filippos ; Zioutou, Pinelopi ; Petroulas, Pavlos ; Papapetrou, Evangelia ; Kosma, Theodora ; Anyfantaki, Sofia ; Antonopoulos, Christos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:45-74. Full description at Econpapers || Download paper | |
2022 | Trends in total factor productivity in Greece and its determinants during the period 2005-2019. (2022). Vasileiadis, Michael ; Pountouraki, Yakinthi ; Peppas, Konstantinos ; Louka, Alexandros ; Vettas, Nikolaos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:7-43. Full description at Econpapers || Download paper | |
2022 | Energy consumption by energy type and exports of goods in Greece: a comparative analysis in relation to the euro area. (2022). Bardakas, Ioanna C. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:75-92. Full description at Econpapers || Download paper | |
2022 | The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300. Full description at Econpapers || Download paper | |
2022 | Betting and financial markets are cointegrated on election night. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2263. Full description at Econpapers || Download paper | |
2022 | Nonparametric prediction with spatial data. (2022). Hidalgo, Javier ; Gupta, Abhimanyu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:621. Full description at Econpapers || Download paper | |
2022 | Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10146. Full description at Econpapers || Download paper | |
2023 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers || Download paper | |
2022 | How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin. (2022). Gonalves, Joo Quental. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9662. Full description at Econpapers || Download paper | |
2022 | Impacto macroeconómico del cambio climático en Colombia. (2022). Parra-Amado, Daniel ; Osorio-Rodriguez, Daniel ; Ojeda-Joya, Jair ; Granger, Clark ; Bernal, Joaquin ; Clavijo-Ramirez, Felipe ; Agudelo-Rivera, Camila ; Bernal-Ramirez, Joaquin ; Granger-Castao, Clark ; Durana-Angel, Carolina. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:020296. Full description at Econpapers || Download paper | |
2023 | A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers || Download paper | |
2022 | Exploring the Relationship between Energy Consumption and Economic Growth in Lower Middle and High Income Economies using Panel data Techniques. (2022). Fraz, Tayyab Raza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-6. Full description at Econpapers || Download paper | |
2022 | The Impact of Financial, Economic and Environmental Factors on Energy Efficiency, Intensity, and Dependence: The Moderating Role of Governance and Institutional Quality. (2022). Chughtai, Sumayya ; Ijaz, Syeda Tayyaba. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-3. Full description at Econpapers || Download paper | |
2022 | Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14. Full description at Econpapers || Download paper | |
2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
2022 | Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397. Full description at Econpapers || Download paper | |
2022 | Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622. Full description at Econpapers || Download paper | |
2022 | Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study. (2022). Pallante, Gianluca ; Moneta, Alessio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002342. Full description at Econpapers || Download paper | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2022 | Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x. Full description at Econpapers || Download paper | |
2022 | Identification of structural multivariate GARCH models. (2022). Hafner, Christian ; Maxand, Simone ; Herwartz, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:212-227. Full description at Econpapers || Download paper | |
2022 | Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:154-182. Full description at Econpapers || Download paper | |
2022 | Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members. (2022). Horvath, Roman ; Fiera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000169. Full description at Econpapers || Download paper | |
2022 | Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s156601412200053x. Full description at Econpapers || Download paper | |
2022 | Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x. Full description at Econpapers || Download paper | |
2022 | Do green bonds have environmental benefits?. (2022). Mohsin, Muhammad ; Chen, Huangen ; Taghizadeh-Hesary, Farhad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004856. Full description at Econpapers || Download paper | |
2022 | The asymmetric nexus of solar energy and environmental quality: Evidence from Top-10 solar energy-consuming countries. (2022). Ali, Sajid ; Nazar, Raima ; Liu, Zhen ; Saydaliev, Hayot Berk ; Yu, Jinna. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222002845. Full description at Econpapers || Download paper | |
2022 | Escape underway: Malthusian pressures in late imperial Moscow. (2022). Kufenko, Vadim ; Khaustova, Ekaterina ; Geloso, Vincent. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s0014498322000316. Full description at Econpapers || Download paper | |
2022 | Re-investigating the insurance-growth nexus using common factors. (2022). Basse, Tobias ; Wegener, Christoph ; Gonzalez, Miguel Rodriguez. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002907. Full description at Econpapers || Download paper | |
2022 | Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas. (2022). Gil-Alana, Luis Alberiko ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004980. Full description at Econpapers || Download paper | |
2022 | Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531. Full description at Econpapers || Download paper | |
2022 | From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762. Full description at Econpapers || Download paper | |
2022 | Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2022 | A geometric framework for covariance dynamics. (2022). Park, Frank C ; Han, Chulwoo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002703. Full description at Econpapers || Download paper | |
2022 | Uncovered return parity: Equity returns and currency returns. (2022). Dunbar, Geoffrey R ; Djeutem, Edouard . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001097. Full description at Econpapers || Download paper | |
2022 | Does technological advancement impede ecological footprint level? The role of natural resources prices volatility, foreign direct investment and renewable energy in China. (2022). Zhang, DI ; Wang, Lijun ; Xu, LI. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000125. Full description at Econpapers || Download paper | |
2022 | Quantile Granger causality between US stock market indices and precious metal prices. (2022). Mighri, Zouheir ; Wang, Yihan ; Sarwar, Suleman ; Ragoubi, Hanen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000460. Full description at Econpapers || Download paper | |
2022 | Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22. Full description at Econpapers || Download paper | |
2022 | Testing the neo-fisherian hypothesis in Brazil. (2022). Carvalho, Andre R ; Marques, Andre M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:407-419. Full description at Econpapers || Download paper | |
2022 | The pathway toward pollution mitigation in EU28 region: Does hydropower growth make a difference?. (2022). Abdul-Rahim, A S ; Alsaleh, Mohd. In: Renewable Energy. RePEc:eee:renene:v:185:y:2022:i:c:p:291-301. Full description at Econpapers || Download paper | |
2022 | Higher oil prices, are they good or bad for renewable energy consumption: The case of Iran?. (2022). Suleymanov, Elchin ; Aliyev, Javid ; Maharramov, Shahin ; Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:411-419. Full description at Econpapers || Download paper | |
2023 | The key roles of renewable energy and economic growth in disaggregated environmental degradation: Evidence from highly developed, heterogeneous and cross-correlated countries. (2023). Arauzo-Carod, Josep-Maria ; Kostakis, Ioannis. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1315-1325. Full description at Econpapers || Download paper | |
2022 | Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343. Full description at Econpapers || Download paper | |
2023 | The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609. Full description at Econpapers || Download paper | |
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