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subject:"Impact assessment"
~isPartOf:"Applied economics letters"
~isPartOf:"China finance review international"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Chang, Carolyn C. W."
~person:"Clark, Todd E."
~person:"Hau, Liya"
~person:"Ji, Qiang"
~person:"Kilian, Lutz"
~person:"Pierdzioch, Christian"
~subject:"Commodity market"
~subject:"Prognoseverfahren"
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Impact assessment
Commodity market
Prognoseverfahren
Estimation
27
Schätzung
27
Volatility
13
Volatilität
13
Forecasting model
10
Capital income
7
Kapitaleinkommen
7
Oil price
7
USA
7
United States
7
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7
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6
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6
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Quantile-on-quantile regression
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Bali, Turan G.
Belke, Ansgar
Chang, Carolyn C. W.
Clark, Todd E.
Hau, Liya
Ji, Qiang
Kilian, Lutz
Pierdzioch, Christian
Gupta, Rangan
10
Dai, Zhifeng
4
Nonejad, Nima
3
Zhu, Huiming
3
Balcilar, Mehmet
2
Demirer, Rıza
2
Huang, Wei-Qiang
2
Liu, Peipei
2
Ma, Feng
2
Olson, Eric
2
Siliverstovs, Boriss
2
Wohar, Mark E.
2
Wu, Xinyu
2
Ahmad, Nasir
1
Aiube, Fernando Antônio Lucena
1
Akar, Betul
1
Alemany, Nuria
1
Ali Ahmed, Huson Joher
1
Almudhaf, Fahad
1
Alsabah, Duaij
1
Alvarez, Alberto
1
Alvarez-Diaz, Marcos
1
Andersson, Andreas
1
Anjum, Hassan
1
Ao, Zhiming
1
Aragó, Vicent
1
Arif, Ahmed
1
Arnold, Ivo J. M.
1
Asai, Manabu
1
Baba, Naohiko
1
Baltzer, Markus
1
Bamiatzi, Vicky
1
Bawa, Jaslene Kaur
1
Bec, Frédérique
1
Beckmann, Joscha
1
Belgodere, Antoine
1
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Applied economics letters
China finance review international
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Centre for Economic Policy Research
6
Department of Economics working paper series
5
Finance research letters
5
Journal of applied econometrics
5
Kiel working paper
5
CFS working paper series
4
Federal Reserve Bank of Cleveland working paper series
4
ROME discussion paper series
4
Ruhr economic papers
4
Discussion papers / CEPR
3
Energy economics
3
Journal of financial economics
3
Journal of forecasting
3
Kieler Arbeitspapiere
3
Staff working paper / Bank of Canada
3
CESifo Working Paper Series
2
CESifo working papers
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
FRB of Cleveland Working Paper
2
Finmap working paper
2
Hohenheimer Diskussionsbeiträge
2
International journal of forecasting
2
International review of financial analysis
2
Research working papers / Federal Reserve Bank of Kansas City
2
Research working papers / Research Division, Federal Reserve Bank of Kansas City
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper
2
Working paper / Federal Reserve Bank of Dallas, Research Department
2
Annals of financial economics
1
Applied economics
1
Applied economics quarterly
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
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Bundesbank Series 2 Discussion Paper
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ECONIS (ZBW)
14
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1
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
2
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
3
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
4
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
5
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
8
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
9
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
10
Catastrophe bond spread and hurricane arrival frequency
Chang, Carolyn C. W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012666101
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