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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Chou, Ming Che"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Prognoseverfahren
Time series analysis
Ölpreis
Estimation
27
Schätzung
27
Volatility
11
Volatilität
11
Capital income
10
Kapitaleinkommen
10
Oil price
10
Aktienmarkt
8
Stock market
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Welt
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Konjunktur
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Nichtlineare Regression
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Oil market
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Gil-Alaña, Luis A.
Chou, Ming Che
Gupta, Rangan
Herwartz, Helmut
Shahzad, Syed Jawad Hussain
Tiwari, Aviral Kumar
Wang, Yudong
10
Ma, Feng
7
Bouri, Elie
4
Lee, Chien-chiang
4
Liu, Li
4
Salisu, Afees A.
4
Zhang, Yaojie
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Park, Sung Y.
3
Shahbaz, Muhammad
3
Smyth, Russell
3
Sun, Yuying
3
Wang, Shouyang
3
Wei, Yu
3
Wen, Fenghua
3
Wohar, Mark E.
3
Wu, Chongfeng
3
Xiao, Jihong
3
Yin, Libo
3
Yoon, Seong-min
3
You, Wan-hai
3
Zhang, Yue-jun
3
Ahmed, Rizwan
2
Bahmani-Oskooee, Mohsen
2
Barnett, William A.
2
Caraiani, Petre
2
Chan, Ngai Hang
2
Chang, Chun Ping
2
Das, Debojyoti
2
Dat Thanh Nguyen
2
Dinh Hoang Bach Phan
2
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EUI working paper / ECO
Energy economics
Journal of forecasting
The empirical economics letters : a monthly international journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
12
Finance research letters
12
Applied economics letters
11
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Economics letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Emerging markets review
2
Empirica : journal of european economics
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of macroeconomics
2
Open economies review
2
Review of development finance
2
The European journal of finance
2
The South African journal of economics
2
Tourism economics : the business and finance of tourism and recreation
2
Bulletin of economic research
1
Contemporary economics
1
Defence and peace economics
1
Eastern economic journal
1
Econometric reviews
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Economia aplicada : EA
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
European review of agricultural economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of strategic property management
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ECONIS (ZBW)
22
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
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:
3
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
4
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
5
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
6
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
7
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
8
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
9
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
10
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:
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