Talk Keyword Index

TALK KEYWORD INDEX

This page contains an index consisting of author-provided keywords.

Shortcuts: A B C D E F G H I K L M N O P Q R S T U V W Y

A
Adaptation policies	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
Adaptive local estimation	Adaptive local VAR for dynamic economic policy uncertainty spillover
Applications	Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata
Approximate filters	Unobserved component models, approximate filters and dynamic adaptive mixture models
Artificial Intelligence	Critical minerals and Artificial Intelligence: a theory of the back-ended risk premium
Asset allocation	Unpacking the ESG ratings: does one size fit all?
Asset pricing	Green risk in Europe Greeness confusion and the greenium
Asymmetric Volatility	Hierarchical DCC-HEAVY model for high-dimensional covariance matrices
Asymptotic bias	Bootstrap inference in the presence of bias
Asymptotic expansion	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
Autoregressive wild bootstrap	Bootstrapping trending time-varying coefficient panel models
B
BART	Tail events in the oil market
Battery minerals	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Bayesian Econometrics	Forecasting oil consumption and production using the Statistical Review of World Energy
Bayesian estimation	Monitoring the economy in real time: trends and gaps in real activity and prices
Bayesian inference	Forecasting the real price of carbon
Bayesian Structural Global VAR model	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Bayesian Structural VARs	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Bayesian SVAR models	Oil shocks and US banks: a SVAR approach
Bayesian time series	Is the price cap for gas useful? Evidence from European countries
Bayesian VAR	Natural gas and the macroeconomy: not all energy shocks are alike
Bayesian VARs	Forecasting global temperatures by exploiting cointegration with radiative forcing
big data	Forecasting euro area inflation using a huge panel of survey expectations
Bootstrap	Bootstrap inference in the presence of bias
Business cycle	Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Business demographics	Entry, exit, and market structure in a changing climate
C
C12	Judgment can spur long memory
C22	Judgment can spur long memory
C44	Judgment can spur long memory
C53	Judgment can spur long memory
Carbon abatement	What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate.
Carbon emissions	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model Financing constraints, climate policies and carbon emissions
Carbon prices	Forecasting the real price of carbon
Carbon taxation	Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Causality direction	Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU
Change-point detection	Changepoint detection in functional data with empirical energy distances
childhood shocks	Temperature and health capital: long-term consequences of exposure in early childhood
China	How political tensions and geopolitical risks impact oil prices?
Climate	Intermittency and the potential of wind energy for CO2 abatement
Climate at risk	Evolving climate risk in Europe
Climate change	The effects of temperature shocks on energy prices and inflation in the Euro Area Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets Forecasting global temperatures by exploiting cointegration with radiative forcing Macroeconomic spillovers of weather shocks across U.S. states Entry, exit, and market structure in a changing climate Temperature and health capital: long-term consequences of exposure in early childhood Econometric Forecasting of Climate Change Evolving climate risk in Europe
Climate changes	Forecasting the real price of carbon
Climate policy	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence Greeness confusion and the greenium
Climate risk	Climate risk and investment in equities in Europe: a Panel SVAR approach Green risk in Europe
Climate Uncertainty Shocks	The time-evolving impact of climate and macroeconomic uncertainty
CO2 emissions	Intermittency and the potential of wind energy for CO2 abatement
Cointegrating polynomial regressions	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Cointegration	The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries. Forecasting global temperatures by exploiting cointegration with radiative forcing What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate. Revisiting the dynamic factor approach for yield curve modelling
Commodities	Nowcasting inflation at quantiles: causality from commodities
Commodity prices	Tail risks of energy transition metal prices for energy and non-energy commodity prices Robust estimation for Threshold Autoregressive Moving-Average models
Common covariates	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
Common integrated regressors	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Condence intervals	(Quantile) spillover indexes: simulation-based evidence, confidence intervals and a decomposition
Conditional efficiency	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Conditional forecasting	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Conditional forecasts	Forecasting global temperatures by exploiting cointegration with radiative forcing
Connectedness	Adaptive local VAR for dynamic economic policy uncertainty spillover
Control theory	What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate.
Copula	Forecasting natural gas prices with spatio-temporal copula-based time series models
Copulas	Tail risks of energy transition metal prices for energy and non-energy commodity prices
Corporate Failure Prediction	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Corporate Governance	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Correlation component models	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Correlation matrix	The spherical parametrization for correlation matrices and its computational advantages
Counterfactual analysis	Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate.
CoVaR	ESG risk exposure: a tale of two tails
COVID-19	Energy shocks, pandemics and the macroeconomy
Crack spread	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Credit	Oil shocks and US banks: a SVAR approach
Credit Default Swaps	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
Credit Risk	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
Critical Minerals	Critical minerals and Artificial Intelligence: a theory of the back-ended risk premium
Cross sectional dependence	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
Cross-validation	Adaptive now- and forecasting of global temperatures under smooth structural changes
Crude oil markets	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
Crude oil trade	Not all oil types are alike
D
DCC-GARCH model	The spherical parametrization for correlation matrices and its computational advantages
DCC-HEAVY	Hierarchical DCC-HEAVY model for high-dimensional covariance matrices
density forecasts	Forecasting euro area inflation using a huge panel of survey expectations
Dependence modeling	Forecasting natural gas prices with spatio-temporal copula-based time series models
Dependency structure	Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU
Diebold-Yilmaz index	(Quantile) spillover indexes: simulation-based evidence, confidence intervals and a decomposition
Disasters	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
Downside Risk	ESG risk exposure: a tale of two tails
DSGE	Energy shocks, pandemics and the macroeconomy
Dynamic adaptive mixture models	Unobserved component models, approximate filters and dynamic adaptive mixture models
Dynamic asymmetries	Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach
Dynamic factor models	Revisiting the dynamic factor approach for yield curve modelling
E
Earnings	An empirical inquiry into the redistributive nature of energy price shocks
Effect heterogeneity	Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Efficient Market Hypothesis	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
EKC	The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries.
Elasticity of substitution	Not all oil types are alike
Electricity demand	Higher moments in the fundamental specification of electricity forward prices
Electricity prices	Higher moments in the fundamental specification of electricity forward prices
Energy	Energy shocks, pandemics and the macroeconomy
energy and food	Forecasting euro area inflation using a huge panel of survey expectations
Energy and non-energy prices	Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Energy consumption	The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries.
energy crisis	Sudden stop: supply and demand shocks in the German natural gas market
Energy distance	Changepoint detection in functional data with empirical energy distances
Energy Efficiency	The capitalization of energy labels into house prices. Evidence from Italy.
Energy labels	The capitalization of energy labels into house prices. Evidence from Italy.
Energy market	The effects of temperature shocks on energy prices and inflation in the Euro Area
Energy price commodity price cycles	Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach
Energy Prices	Quantifying uncertainty in electricity prices forecasting: models and methods
Energy sector	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Energy shocks	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Energy supply shocks	An empirical inquiry into the redistributive nature of energy price shocks
Energy Transition	Critical minerals and Artificial Intelligence: a theory of the back-ended risk premium
Energy transition metals	Tail risks of energy transition metal prices for energy and non-energy commodity prices Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Environmental disclosure	Green risk in Europe
Environmental Disclosure Score	Paying or being paid to be green?
Environmental economics	Bootstrapping trending time-varying coefficient panel models
Environmental factors	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Environmental impacts	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Environmental index	Evolving climate risk in Europe
Environmental Indicators	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Environmental Kuznets curve	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Environmental Management Practices	Paying or being paid to be green?
Environmental Pillar Score	Paying or being paid to be green?
ESG	ESG risk exposure: a tale of two tails
ESG investing	Unpacking the ESG ratings: does one size fit all?
ESG ratings	What common structure behind the ESG ratings? International market analysis of the Russia-Ukraine war Unpacking the ESG ratings: does one size fit all?
ESG Risk Factor	ESG risk exposure: a tale of two tails
EU ETS	Financing constraints, climate policies and carbon emissions
EU regional economic growth	Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data
EU-ETS	Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU Forecasting the real price of carbon
Euro Area	Gas price shocks and euro area inflation The effects of temperature shocks on energy prices and inflation in the Euro Area Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area
Europe	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
European Union	Green risk in Europe
Event-study	International market analysis of the Russia-Ukraine war
External instruments	Identification of expectational shocks in the oil market using OPEC announcements Invalid proxies and changes in volatility
Extreme weather events	Econometric Forecasting of Climate Change
F
Factor Model	Hierarchical DCC-HEAVY model for high-dimensional covariance matrices
Failure risk	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Farm productivity	Informal employment from migration shocks
Financial constraints	Financing constraints, climate policies and carbon emissions
Financial cycle	Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Financial distress	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Firm performance	Entry, exit, and market structure in a changing climate
Fiscal multipliers	Invalid proxies and changes in volatility
Fixed Effects	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
Fixed-b	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
Forecasted error variance decomposition	Is the price cap for gas useful? Evidence from European countries
Forecasting	Forecasting global temperatures by exploiting cointegration with radiative forcing Adaptive now- and forecasting of global temperatures under smooth structural changes Forecasting oil consumption and production using the Statistical Review of World Energy Quantifying uncertainty in electricity prices forecasting: models and methods Forecasting the real price of carbon Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach Econometric Forecasting of Climate Change
Forecasts comparison	Taking advantage of biased proxies for forecast evaluation
Forward risk premium	Higher moments in the fundamental specification of electricity forward prices
Fractional cointegration	Intermittency and the potential of wind energy for CO2 abatement
Fractional Integration	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
Fully modified estimation	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Functional data analysis	Changepoint detection in functional data with empirical energy distances
G
Gas Price	Gas price shocks and euro area inflation
Gas price cap	Is the price cap for gas useful? Evidence from European countries
GDP forecasting	Taking advantage of biased proxies for forecast evaluation
Geopolitical risk	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach How political tensions and geopolitical risks impact oil prices?
German natural gas market	Sudden stop: supply and demand shocks in the German natural gas market
Glacial cycles	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Global money supply	Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Global oil market	Identifying oil supply news shocks and their effects on the global oil market
Granger causality	The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries. Nowcasting inflation at quantiles: causality from commodities
Granular instrumental variables	A Full-Information Approach to Granular Instrumental Variables
Green and brown portfolios	Climate risk and investment in equities in Europe: a Panel SVAR approach
Green energy	Intermittency and the potential of wind energy for CO2 abatement
Green-minus-brown factors	Greeness confusion and the greenium
Greenium	Greeness confusion and the greenium
Group Factor Structure	Heterogeneous Panel VAR model with unknown group factor structure
Growth	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
H
HAC standard errors	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
HAR inference	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
health capital	Temperature and health capital: long-term consequences of exposure in early childhood
heat waves	Temperature and health capital: long-term consequences of exposure in early childhood
Heterogeneous elasticities	A Full-Information Approach to Granular Instrumental Variables
Hidden Markov models	A new way to Regime Switching Autoregressions
High Dimensional Data	Forecasting oil consumption and production using the Statistical Review of World Energy
High-frequency identification	Identification of expectational shocks in the oil market using OPEC announcements
Historical Decomposition	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Housing	The capitalization of energy labels into house prices. Evidence from Italy.
I
Identification	Partially identified heteroskedastic SVARs: an application to the market for crude oil Invalid proxies and changes in volatility
Impulse response function	Is the price cap for gas useful? Evidence from European countries
Impulse Response Functions	Impulse response functions in nonlinear VARs: time varying VARs
Incidental parameter bias	Bootstrap inference in the presence of bias
Income	An empirical inquiry into the redistributive nature of energy price shocks
Income Inequality	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
Independent Component Analysis	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Index decomposition.	(Quantile) spillover indexes: simulation-based evidence, confidence intervals and a decomposition
Inequality	An empirical inquiry into the redistributive nature of energy price shocks
Inflation	The effects of temperature shocks on energy prices and inflation in the Euro Area Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation Nowcasting inflation at quantiles: causality from commodities Natural gas and the macroeconomy: not all energy shocks are alike Energy shocks, pandemics and the macroeconomy
Inflation Expectations	Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area
Information criteria	Consistent and efficient misspecification resistant model selection for vectorial time series models
Information frictions	Identification of expectational shocks in the oil market using OPEC announcements
Interactive Fixed Effects	Heterogeneous Panel VAR model with unknown group factor structure
Intermittency	Intermittency and the potential of wind energy for CO2 abatement
International transmission	Identification of expectational shocks in the oil market using OPEC announcements
Interval Forecasts	Quantifying uncertainty in electricity prices forecasting: models and methods
K
Karhunen-Loeve expansion	Changepoint detection in functional data with empirical energy distances
Kurtosis	Higher moments in the fundamental specification of electricity forward prices
L
Labour Force	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
LASSO estimation	LASSO-based outlier detection and estimation for structural time series
Local homogeneity	Adaptive local VAR for dynamic economic policy uncertainty spillover
Local linear dummy variable estimation	Bootstrapping trending time-varying coefficient panel models
Long Panel	The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries.
Long-run variance	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
M
Machine learning	Informal employment from migration shocks
Macro-finance interface	Green risk in Europe
Macroeconomic and Financial Uncertainty Shocks	The time-evolving impact of climate and macroeconomic uncertainty
Macroeconomics	The effects of temperature shocks on energy prices and inflation in the Euro Area
Market for crude oil	Partially identified heteroskedastic SVARs: an application to the market for crude oil
Markov-Switching VAR	Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Max-Share methodology	Identifying oil supply news shocks and their effects on the global oil market
Mean square prediction error	Consistent and efficient misspecification resistant model selection for vectorial time series models
Medium-run	Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Mid-term electricity price forecasting	Renewable sources and short-to mid-term electricity price forecasting
MIDAS Quantile	Nowcasting inflation at quantiles: causality from commodities
Migration shocks	Informal employment from migration shocks
Milankovitch hypothesis	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Mixed causal non-causal models	Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Mixed frequency data	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Mixture representation	Is the price cap for gas useful? Evidence from European countries
Model averaging	Bootstrap inference in the presence of bias
Model selection	Consistent and efficient misspecification resistant model selection for vectorial time series models
Monte Carlo simulations	Higher moments in the fundamental specification of electricity forward prices
Multivariate probit	The spherical parametrization for correlation matrices and its computational advantages
Multivariate time series	Adaptive local VAR for dynamic economic policy uncertainty spillover Consistent and efficient misspecification resistant model selection for vectorial time series models Evolving climate risk in Europe
N
Narrative Identification	Natural gas and the macroeconomy: not all energy shocks are alike
Narrative sign restriction	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
narrative sign restrictions	Sudden stop: supply and demand shocks in the German natural gas market
natural gas price	Sudden stop: supply and demand shocks in the German natural gas market
Natural Gas Price Shocks	Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area
Natural Gas Prices	Natural gas and the macroeconomy: not all energy shocks are alike
Natural hazards	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
New Keynesian Phillips Curve	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Non-fundamentalness	Identifying oil supply news shocks and their effects on the global oil market
Non-linear time series	A new way to Regime Switching Autoregressions Robust estimation for Threshold Autoregressive Moving-Average models
Non-linearity	Resource depletion, technological change and market structure
Non-stationary time-series	Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Nonlinear models	Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach
Nonlinear multivariate models	Impulse response functions in nonlinear VARs: time varying VARs
Nonlinear VAR	Impulse response functions in nonlinear VARs: time varying VARs
Nonparametric frontier models	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Nonparametric regression	Bootstrap inference in the presence of bias
Nonstationarity	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
Nowcasting	Nowcasting inflation at quantiles: causality from commodities
O
Observation-driven filter	Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Oil and gas markets	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Oil Consumption	Forecasting oil consumption and production using the Statistical Review of World Energy
Oil news shocks	Identification of expectational shocks in the oil market using OPEC announcements
Oil price forecasting	Tail events in the oil market
Oil prices	How political tensions and geopolitical risks impact oil prices?
Oil shocks	Oil shocks and US banks: a SVAR approach
Oil supply expectations	Identification of expectational shocks in the oil market using OPEC announcements
Oil supply news shocks	Identifying oil supply news shocks and their effects on the global oil market
OPEC Announcements	Identification of expectational shocks in the oil market using OPEC announcements Reasons behind words: OPEC narratives and the oil market
Outlier Detection	LASSO-based outlier detection and estimation for structural time series
Outliers	Robust estimation for Threshold Autoregressive Moving-Average models
Output gap	Monitoring the economy in real time: trends and gaps in real activity and prices
P
Panel Data	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
Panel VAR	Heterogeneous Panel VAR model with unknown group factor structure Climate risk and investment in equities in Europe: a Panel SVAR approach Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data
Pass-through	Gas price shocks and euro area inflation
PCA	What common structure behind the ESG ratings?
Per cluster instrumental variables	Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Phillips curve	Monitoring the economy in real time: trends and gaps in real activity and prices
Phillips curves	Forecasting euro area inflation using a huge panel of survey expectations
Political relationships	How political tensions and geopolitical risks impact oil prices?
Portfolio management	Unpacking the ESG ratings: does one size fit all?
Portfolio shocks	Climate risk and investment in equities in Europe: a Panel SVAR approach
Prepivoting	Bootstrap inference in the presence of bias
Price	Gas price shocks and euro area inflation
Probabilistic energy forecasting	Forecasting natural gas prices with spatio-temporal copula-based time series models
Proxies	Taking advantage of biased proxies for forecast evaluation
Proxy-SVAR	An empirical inquiry into the redistributive nature of energy price shocks
Proxy-SVARs	Invalid proxies and changes in volatility
Python codes	Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata
Q
Quantile Regression	ESG risk exposure: a tale of two tails
Quantile-spillover index	(Quantile) spillover indexes: simulation-based evidence, confidence intervals and a decomposition
R
R codes	Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata
Real-time forecasting	Monitoring the economy in real time: trends and gaps in real activity and prices
Refinery economics	Not all oil types are alike
Regime-switching	A new way to Regime Switching Autoregressions
Renewable energy sources	Renewable sources and short-to mid-term electricity price forecasting
Renewables	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
Resource depletion	Resource depletion, technological change and market structure
Return on Assets	Paying or being paid to be green?
Risk analysis	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Risk assessment	Tail events in the oil market
Robust Bayesian approach	Partially identified heteroskedastic SVARs: an application to the market for crude oil
Robust estimation	Robust estimation for Threshold Autoregressive Moving-Average models
Robust estimation of frontiers	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Russia	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
Russian oil supply cut	A Full-Information Approach to Granular Instrumental Variables
Russian-Ukrainian conflict	International market analysis of the Russia-Ukraine war
S
Sanctions	Not all oil types are alike
Score-driven models	A new way to Regime Switching Autoregressions Unobserved component models, approximate filters and dynamic adaptive mixture models
seasonality	Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data
Seemingly unrelated regressions	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Semi-structural models	Monitoring the economy in real time: trends and gaps in real activity and prices
Semiparametric panel data	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
Shocks	Macroeconomic spillovers of weather shocks across U.S. states
Shrinkage	Taking advantage of biased proxies for forecast evaluation
Sign restrictions	Oil shocks and US banks: a SVAR approach Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Simultaneous inference	Bootstrapping trending time-varying coefficient panel models
Singular vector autoregression model	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Skew-t distribution	Higher moments in the fundamental specification of electricity forward prices
Smoothing	Adaptive now- and forecasting of global temperatures under smooth structural changes
Spatial Spillovers	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
Spherical coordinates	The spherical parametrization for correlation matrices and its computational advantages
Spillovers	Macroeconomic spillovers of weather shocks across U.S. states
Stata codes	Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata
State Space form	LASSO-based outlier detection and estimation for structural time series
STIRPAT model	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Storms	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
Structural breaks	Invalid proxies and changes in volatility Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads LASSO-based outlier detection and estimation for structural time series
Structural change	Adaptive now- and forecasting of global temperatures under smooth structural changes
Structural Equation Modelling	Paying or being paid to be green?
Structural forecasting	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Structural Non-causal VAR	Identifying oil supply news shocks and their effects on the global oil market
structural scenario analysis	Sudden stop: supply and demand shocks in the German natural gas market
Structural Time Series	LASSO-based outlier detection and estimation for structural time series
Structural Topic Models	Reasons behind words: OPEC narratives and the oil market
Structural VAR	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Structural vector autoregression	A Full-Information Approach to Granular Instrumental Variables Resource depletion, technological change and market structure
Structural Vector Autoregression models	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Student-t distribution	Higher moments in the fundamental specification of electricity forward prices
Supervised Machine Learning	Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata
Survival analysis	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Sustainable finance	What common structure behind the ESG ratings? Unpacking the ESG ratings: does one size fit all?
Sustainable finance classifications	Greeness confusion and the greenium
SVAR	Impulse response functions in nonlinear VARs: time varying VARs
SVARs with heteroskedastic shocks	Partially identified heteroskedastic SVARs: an application to the market for crude oil
T
Tail forecasting	Forecasting euro area inflation using a huge panel of survey expectations
Tail forecasts	Tail events in the oil market
Tail risk	Tail risks of energy transition metal prices for energy and non-energy commodity prices
Technological change	Resource depletion, technological change and market structure
temperature anomalies	Temperature and health capital: long-term consequences of exposure in early childhood
Temperature data	Changepoint detection in functional data with empirical energy distances
Temperature shocks	Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data
Threshold Autoregressive Moving-Average models	Robust estimation for Threshold Autoregressive Moving-Average models
Time series	The effects of temperature shocks on energy prices and inflation in the Euro Area Forecasting natural gas prices with spatio-temporal copula-based time series models
Time series models	Renewable sources and short-to mid-term electricity price forecasting
Time variation	Bootstrapping trending time-varying coefficient panel models
Time-Varying Beta	Hierarchical DCC-HEAVY model for high-dimensional covariance matrices
Time-Varying FAVAR	The time-evolving impact of climate and macroeconomic uncertainty
Time-varying spillovers	Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU
Tipping point	Evolving climate risk in Europe
Traders’ Positions	Reasons behind words: OPEC narratives and the oil market
Transition risk	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets Greeness confusion and the greenium
Two way fixed effects	Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
U
U.S. Firms	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Uncertainty	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
Unconditional factor models	Green risk in Europe
Unobserved component models	Unobserved component models, approximate filters and dynamic adaptive mixture models
US policies for strategic resources	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
V
Vector Autoregression	Adaptive local VAR for dynamic economic policy uncertainty spillover What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate.
Vector autoregressive models	Consistent and efficient misspecification resistant model selection for vectorial time series models
vector-autoregression	Sudden stop: supply and demand shocks in the German natural gas market
Vineyards	Informal employment from migration shocks
Volatility	Reasons behind words: OPEC narratives and the oil market
Volatility forecasting	Taking advantage of biased proxies for forecast evaluation
Volatility regimes	Invalid proxies and changes in volatility
W
War in Ukraine	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
Weak instruments	Invalid proxies and changes in volatility
Weather	Macroeconomic spillovers of weather shocks across U.S. states
Y
Yield curve	Revisiting the dynamic factor approach for yield curve modelling