Marco R. Barassi

University of Birmingham

Birmingham B15 2TT, Birmingham B15 2TT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

250

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Combination Forecasting of Energy Demand in the UK

Number of pages: 38 Posted: 30 Jan 2017
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Essex
Downloads 152 (264,458)
Citation 1

Abstract:

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Demand for Energy; Forecasting; Model Averaging

2.

Change-Point Detection in the Covariance Structure of Multivariate Volatility Models

Number of pages: 27 Posted: 24 Oct 2017
Marco R. Barassi, Lajos Horváth and Yuqian Zhao
University of Birmingham, University of Utah and University of Essex
Downloads 49 (523,791)

Abstract:

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Change-point detection, Conditional Correlations, Multivariate models

3.

Fractional Integration v Structural Change: Testing the Convergence of CO2 Emissions

Number of pages: 52 Posted: 30 Jan 2017
Marco R. Barassi, Nicola Spagnolo and Yuqian Zhao
University of Birmingham, Brunel University London - Economics and Finance and University of Essex
Downloads 33 (605,045)

Abstract:

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Fractional Integration, Local Whittle Estimation, Structural Change

4.

Testing the law of one-price in the US gasoline market: a long memory approach

SERIES Working Papers N. 03/2021
Number of pages: 31 Posted: 15 Jun 2021
University of Birmingham, Università degli Studi di Foggia and Università degli Studi di Bari “Aldo Moro” (UNIBA)
Downloads 16 (725,513)

Abstract:

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Gasoline price, Convergence, Fractional integration, Whittle estimator