The Effect of Transmission Constraints on Electricity Prices von Clements, Adam E., Hurn, A. Stan, Li, Zili

Volltext

A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market von Hurn, A. Stan, Silvennoinen, Annastiina, Teräsvirta, Timo

Volltext

A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market: A SMOOTH TRANSITION LOGIT MODEL von Hurn, A. Stan, Silvennoinen, Annastiina, Teräsvirta, Timo

Volltext

Estimating the parameters of stochastic differential equations by Monte Carlo methods von Stan Hurn, A., Lindsay, K.A.

Volltext

THE TERM STRUCTURE OF INTEREST RATES IN THE LONDON INTERBANK MARKET von HURN, A. STAN, MOODY, TERRY, MUSCATELLI, V. ANTON

Volltext

COINTEGRATION AND DYNAMIC TIME SERIES MODELS von Muscatelli, Vito Antonio, Hurn, Stan

Volltext

Unobservable cyclical components in term premia of fixed-term financial instruments von McDonald, A.David, Hurn, A.Stan

Volltext

Forecasting quantiles of day-ahead electricity load von Li, Z., Hurn, A.S., Clements, A.E.

Volltext

Housing networks and driving forces von Hurn, Stan, Shi, Shuping, Wang, Ben

Volltext

“What good is a volatility model?” A reexamination after 20 years von Baum, Christopher F., Hurn, Stan

Volltext

Change Detection and the Causal Impact of the Yield Curve von Shi, Shuping, Phillips, Peter C. B., Hurn, Stan

Volltext

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship von Shi, Shuping, Hurn, Stan, Phillips, Peter C B

Volltext

Network analysis: a novel approach to identify PM2.5 hotspots and their spatio-temporal impact on air quality in Santiago de Chile von Clements, Adam, Herrera, Rodrigo, Hurn, Stan

Volltext

Testing for time-varying Granger causality von Baum, Christopher F., Hurn, Stan, Otero, Jesús

Volltext

An empirical investigation of herding in the U.S. stock market von Clements, Adam, Hurn, Stan, Shi, Shuping

Volltext

The BDS test of independence von Baum, Christopher F., Hurn, Stan, Lindsay, Kenneth

Volltext

Understanding Multi‐horizon Forecasts: Identification, Estimation and Testing von Hurn, Stan, Martin, Vance, Tian, Jing, Xu, Lina

Volltext

Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed von Hurn, Stan, Tian, Jing, Xu, Lina

Volltext

Modelling circular time series von Harvey, Andrew, Hurn, Stan, Palumbo, Dario, Thiele, Stephen

Volltext

Local Whittle estimation of the long-memory parameter von Baum, Christopher F., Hurn, Stan, Lindsay, Kenneth

Volltext