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language:"nor"
subject:"Estimation"
~isPartOf:"Energy economics"
~language:"ara"
~language:"eng"
~language:"rus"
~person:"Caporale, Guglielmo Maria"
~person:"Chevallier, Julien"
~person:"Gupta, Rangan"
~source:"econis"
~source:"repec"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Volatilität"
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Estimation
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4
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3
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3
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Caporale, Guglielmo Maria
Chevallier, Julien
Gupta, Rangan
Wang, Yudong
9
Hammoudeh, Shawkat
8
Shahbaz, Muhammad
8
Smyth, Russell
8
Liddle, Brantley
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Ma, Feng
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Lee, Chien-chiang
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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Economics and Business Letters : EBL
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ECONIS (ZBW)
RePEc
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6
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1
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
2
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
3
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
6
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
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