Gower Street
London, London
United Kingdom
University College London - Department of Economics
SSRN RANKINGS
in Total Papers Downloads
Cointegration, Vector error correction models, Oil companies, Oil stock prices, Hydrocarbon fuels, Energy, Non-renewable resources, Environment
Constant conditional correlations, Dynamic conditional correlations, Multivariate GARCH models, Stock price indexes, Brent oil prices, Spot and futures prices, Multivariate cointegration, VECM
Oil prices, Gasoline prices, Asymmetries, Error correction models
Climate change, Health, Statistical models, Non-infectious diseases, Infectious
Electricity, forward prices, EU market integration, non-linear error correction, min-max process
Electricity demand, forecasting, time varying coefficients model, Kalman filtering, Markov Chain Monte Carlo
