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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~person:"Zhu, Xiaoneng"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Inflation"
~subject:"Kointegration"
~subject:"Schock"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Commodity derivative
EU countries
Inflation
Kointegration
Schock
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Estimation
37
Schätzung
37
Forecasting model
25
Prognoseverfahren
25
Capital income
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18
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Bahmani-Oskooee, Mohsen
Gupta, Rangan
Ma, Feng
Mensi, Walid
Pierdzioch, Christian
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Zhu, Xiaoneng
Corbet, Shaen
4
Gil-Alaña, Luis A.
4
Yarovaya, Larisa
4
Caporale, Guglielmo Maria
3
Choudhry, Taufiq
3
Copeland, Laurence S.
3
McMillan, David G.
3
Papadamou, Stephanos
3
Wu, Xinyu
3
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2
Ap Gwilym, Owain
2
Babalos, Vassilios
2
Balcilar, Mehmet
2
Bonato, Matteo
2
Brzeszczyński, Janusz
2
Chiang, Thomas C.
2
Christiansen, Charlotte
2
Cross, Jamie
2
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2
Di Tommaso, Caterina
2
Fassas, Athanasios P.
2
Gillas, Konstantinos Gkillas
2
Härdle, Wolfgang
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Ji, Qiang
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Karathanasopoulos, Andreas
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Kiss, Tamás
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Knif, Johan
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Koutmos, Gregory
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Lovreta, Lidija
2
Lucey, Brian M.
2
McMillan, Fiona J.
2
Nguyen, Hoang
2
Patsika, Victoria
2
Shi, Yanlin
2
Tang, Yusui
2
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Finance research letters
Journal of forecasting
The European journal of finance
Applied economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics letters
15
Energy economics
14
Empirica : journal of european economics
9
Economic modelling
8
Research in international business and finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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7
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7
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6
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3
Economic change & restructuring
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The International trade journal
3
Theoretical economics letters
3
Annals of economics and finance
2
Australian economic papers
2
Bulletin of economic research
2
Decision
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
Global economy journal : GEJ
2
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ECONIS (ZBW)
18
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Chen, Kecai
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
Saved in:
4
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
5
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:
6
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
7
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
8
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
9
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
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