Keywords: C01; C32; O13; P28; C5; Q02; Natural gas; Driving factors; Cointegration; Causal relationship; Directed acyclic graph;
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: C32; E31; E32; China; Energy prices; Time varying parameters; Stochastic volatility; Sign restrictions;
Keywords: Energy price shocks; Stock market prices; Quantile ARDL; Cointegration; C32; C5; G1;
Keywords: Threshold models; DSGE priors; Stochastic volatility; Debt dynamics; C11; C32; E32; E52;
Keywords: C12; C32; C58; Predictive regression; Persistence; Parameter stability tests; Fixed regressor wild bootstrap; Conditional distribution;
Keywords: Renminbi (RMB); Currency under- and overvaluation; Exports; Time-varying cointegration; Spillover effect; F31; C32;
Keywords: C32; Time-varying VAR; Macroeconomic shocks;
Keywords: Z11; G12; C32; Turkish paintings market; Hedonic regression; Asset returns; Asset price bubble; Political risks; Causality test;
Keywords: Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Hedging; Portfolio weights; C32; F3; G12; Q43;
Keywords: Inflation convergence; European Union; Global financial crisis; Zero lower bound; C32; E31; E58; F45; G01; K33;
Keywords: C12; C32; Multivariate long memory; Semiparametric estimation; Spurious long memory; Fractional cointegration; Volatility;
Keywords: C32; E44; E52; G01; G21; Interbank markets; Libor-OIS spread; Credit risk; Liquidity risk; Cointegration; Threshold models; GARCH; DCC;
Keywords: Corporate credit spreads; Excess bond premium; Forecasts; Euro area; C32; F36; G12; G15;
Keywords: Labor market reforms; Search and matching; Business cycle asymmetries; Markov switching; C32; E02; E32; J08;
Keywords: Energy markets; Skew-Student asymmetric BEKK; Time-varying volatility spillovers; Volatility impulse response function; C32; C58; G1; Q41;
Keywords: C14; C32; C50; G11; G15; Averaging forecasts; Combining forecasts; Heterogeneous autoregressive; Intra-day data; Long memory; Model confidence set; Predictive ability; Realized volatility; Ultra-high frequency;
Keywords: Labor market volatility; Search and matching; Structural time varying parameters VAR; Stochastic volatility; Bayesian estimation; Long-run restrictions; Sign restrictions; Technology shocks; C11; C32; E24; E32; J01;
Keywords: Commodity price; Inflation targeting; Market power; Panel cointegration; Real exchange rate; C32; F31; F41; O13;
Keywords: C11; C14; C32; C53; Bayesian monotonic function estimation; Intraday electricity prices; Copula time series model;
Keywords: C32; C58; D47; P18; Q02; Q56; China's emissions trading scheme; Market fragmentation; Liquidity measure; Illiquidity ratio; Emission allowances returns; GARCH;
Keywords: Stock and bond market volatility; Two-factor volatility model; Macroeconomic fundamentals; Structural vector autoregression; Bayesian estimation; C32; E32; E44;
Keywords: C53; C22; C58; C52; C32; Forecast evaluation; Realized variance; Volatility; Jumps; Semimartingale;
Keywords: C32; C53; C58; G17; Q31; Q47; Coal spot price; Crude oil spot price; Energy commodities; Forecast averaging; Forecast combination; Google trends; Natural gas spot price; WTI;
Keywords: Asset allocation; Intertemporal hedging demand; Spatial demand substitution; Housing boom-bust cycle; Return predictability; C32; G11;
Keywords: C13; C32; C41; C58; C63; Point processes; Filtering; Efficient parametric inference; Maximum likelihood; Likelihood approximation;
Keywords: C32; C22; C18; Unit root testing; Cointegration; Augmented Dickey-Fuller test; Akaike Information Criterion (AIC); Bayesian Information Criterion (BIC); Modified Akaike Information Criterion (MAIC);
Keywords: C32; E31; E44; G15; Q02; Inflation; Gold price; Hedging; Fractional cointegration; Long memory;
Keywords: E32; C32; F42; Policy uncertainty; China; US; Spillover effect;
Keywords: F30; F31; C32; Real interest rate parity; Inflation-targeting; Recursive mean adjustment; Cross-sectional dependence; Panel unit root; Half-life;
Keywords: C32; E31; Inflation persistence; Inflation differentials; Euro area; Fractional integration and cointegration;
Keywords: C32; H53; O13; Q48; CalFresh; CalWORKs; Oil prices; Autoregressive distributed lag bounds testing approach;
Keywords: E60; G10; C32; C52; DCC-MIDAS model; Structural break; Economic policy uncertainty; Long-term correlation;
Keywords: C11; C32; E43; E44; G12; Forward term premium; Zero lower bound; Quadratic Gaussian term-structure model; Bayesian MCMC;
Keywords: Breakeven inflation; Inflation expectations; Liquidity premium; Inflation risk premium; C32; E31; E43; E52; G12;
Keywords: Dynamic correlations; Precious metals; Stock markets; Asymmetry; Long memory; C10; C32; C58; C61; G15;
Keywords: C32; E43; Federal Funds rate; Persistence; Cyclical behaviour; Fractional integration;
Keywords: Equity markets; Information transmission; Multivariate cointegration; Error correction modeling; Vector autoregression; C32; F31; F36; G14; G15;
Keywords: Shale gas; Natural gas; Crude oil; Cointegration; Vector Error Correction Models; C01; C32; Q40; Q41;
Keywords: Interest rate; Oil price; Forecasting; South Africa; C32; C53; E43; E47; Q41;
Keywords: C32; K42; Z10; Terrorism; Counterterrorism; Deterrence; Pakistan; Military operation;
Keywords: C32; Q4; Oil price; Oil price shocks; Structural VAR;
Keywords: C32; E52; O13; O53; Q43; Oil price shock; China's monetary policy; TVP SVAR; SVAR; Generalized impulse response;
Keywords: Energy use; Pollution emissions; Real output; Asymmetries; Nonlinear ARDL model; South Africa; C32; Q43; Q53;
Keywords: C11; C32; G21; G28; Islamic banks; Asset risks and total capital; Panel data with endogenous treatment; MCMC;
Keywords: C32; R41; D1; Cointegration; Fuel demand; Time series; Private transportation; Elasticities;
Keywords: Volatility spillovers; DCC-GARCH model; Stock market linkages; Financial crisis; G01; G15; C32;
Keywords: Electricity prices; Kenya; Fractional integration; Cointegration; C22; C32; L94;
Keywords: C32; E32; F43; Oil market; Structural breaks; U.S. shale revolution;
Keywords: C32; E32; F42; Economic policy uncertainty; Spillover effect; Business cycle fluctuations; Vector autoregression; Korean economy;
Keywords: C32; C51; G01; G15; Bond spread; Copula-GARCH; Debt crisis; Central Europe;