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accessRights:"restricted"
type:"article"
~person:"Gupta, Rangan"
~person:"Wang, Yudong"
~subject:"Schätzung"
~subject:"Volatilität"
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Schätzung
Volatilität
Welt
94
World
94
Volatility
55
Forecasting model
46
Prognoseverfahren
46
Estimation
40
Oil price
37
Ölpreis
37
Capital income
27
Kapitaleinkommen
27
Börsenkurs
22
Share price
22
ARCH model
21
ARCH-Modell
21
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18
Risiko
18
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VAR-Modell
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8
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73
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1
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English
74
Author
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Gupta, Rangan
Wang, Yudong
Bouri, Elie
38
Hammoudeh, Shawkat
29
Ma, Feng
28
Zaremba, Adam
22
Ji, Qiang
21
Kang, Sang Hoon
20
Tiwari, Aviral Kumar
20
Mensi, Walid
19
Salisu, Afees A.
19
Wohar, Mark E.
19
Balcilar, Mehmet
17
Xuan Vinh Vo
17
Shahzad, Syed Jawad Hussain
15
Wei, Yu
15
Yin, Libo
15
Zhang, Yaojie
15
Demirer, Rıza
14
Gozgor, Giray
14
Lee, Chien-chiang
14
Liang, Chao
14
Umar, Zaghum
14
Lau, Chi Keung
13
Apergēs, Nikolaos
12
Lucey, Brian M.
12
Nonejad, Nima
12
Pierdzioch, Christian
12
Roubaud, David
12
Shahbaz, Muhammad
12
Filis, George
11
Guesmi, Khaled
11
Han, Liyan
11
Lin, Boqiang
11
Zhu, Huiming
11
Gillas, Konstantinos Gkillas
10
Yarovaya, Larisa
10
Corbet, Shaen
9
Hassan, M. Kabir
9
Lien, Da-hsiang Donald
9
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Energy economics
12
Finance research letters
8
International journal of forecasting
5
International review of economics & finance : IREF
4
Research in international business and finance
4
Emerging markets, finance and trade : EMFT
3
Journal of forecasting
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Defence and peace economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of financial analysis
2
Journal of empirical finance
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
Journal of behavioral and experimental finance
1
Journal of financial markets
1
Journal of the Operational Research Society
1
Open economies review
1
The journal of futures markets
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ECONIS (ZBW)
74
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1
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10
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74
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date (oldest first)
1
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
2
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
3
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
5
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
6
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
7
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
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