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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Energy economics"
~isPartOf:"Research in international business and finance"
~person:"Bouri, Elie"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Kapitaleinkommen
Estimation
9
Schätzung
9
Volatility
9
Volatilität
9
Börsenkurs
5
Capital income
5
Share price
5
Aktienmarkt
4
Oil price
4
Welt
4
World
4
Ölpreis
4
ARCH model
3
ARCH-Modell
3
Prognoseverfahren
2
Quantile connectedness
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
Tail risks
2
Ankündigungseffekt
1
Announcement effect
1
Arabische Golf-Staaten
1
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Branche
1
Bubbles
1
COVID-19 outbreak
1
Capital market returns
1
Clean energy stocks
1
Coronavirus
1
Credit derivative
1
Crude oil
1
Cryptocurrency
1
Decomposed oil shocks
1
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7
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English
7
Author
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Bouri, Elie
Pierdzioch, Christian
Gupta, Rangan
8
Ma, Feng
7
Wang, Yudong
7
Balcilar, Mehmet
5
Tiwari, Aviral Kumar
4
Abedin, Mohammad Zoynul
3
Gil-Alaña, Luis A.
3
Lee, Chien-chiang
3
Liu, Li
3
Nonejad, Nima
3
Salisu, Afees A.
3
Umar, Zaghum
3
Xu, Yahua
3
Zaremba, Adam
3
Zhang, Yaojie
3
Zhang, Yue-jun
3
Abakah, Emmanuel Joel Aikins
2
Arouri, Mohamed
2
Bouteska, Ahmed
2
Chevallier, Julien
2
Chiang, Thomas C.
2
Gubareva, Mariya
2
Guo, Yawei
2
Jareño, Francisco
2
Ji, Qiang
2
Liao, Yin
2
Lu, Xinjie
2
McMillan, David G.
2
Pan, Zhiyuan
2
Papadamou, Stephanos
2
Park, Sung Y.
2
Rahman, Md Lutfur
2
Shahzad, Syed Jawad Hussain
2
Sidiropoulos, Moïse
2
Spyromitros, Eleftherios
2
Teplova, Tamara V.
2
Todorova, Neda
2
Uddin, Mohammed Gazi Salah
2
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Energy economics
Research in international business and finance
Department of Economics working paper series
13
Kiel working paper
8
Finance research letters
6
Applied economics letters
4
International review of financial analysis
4
Kieler Arbeitspapiere
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Discussion paper / Deutsche Bundesbank
2
Finmap working paper
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Annals of financial economics
1
Applied economics quarterly
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Borsa Istanbul Review
1
Bundesbank Series 1 Discussion Paper
1
Bundesbank Series 2 Discussion Paper
1
Computational economics
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Economic research
1
Economics letters
1
Emerging markets review
1
European journal of political economy
1
Financial innovation : FIN
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of behavioral and experimental finance
1
Journal of economics & business
1
Journal of financial markets
1
Journal of risk
1
Journal of the Operational Research Society
1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
7
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1
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
2
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
5
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
6
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
7
The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.
;
Awartani, Basel
;
Bouri, Elie
- In:
Energy economics
57
(
2016
),
pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
Saved in:
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