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subject:"Silber"
~accessRights:"restricted"
~person:"Amikuzuno, Joseph"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Volatilität"
~subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
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Silber
Geldpolitik
Volatilität
Wechselkurs
Zeitreihenanalyse
Gold
17
Volatility
10
Welt
10
World
10
Forecasting model
9
Prognoseverfahren
9
Estimation
7
Schätzung
7
Capital income
6
Kapitaleinkommen
6
Forecasting
5
ARCH model
4
ARCH-Modell
4
Oil price
4
Ölpreis
4
Realized volatility
3
Spillover effect
3
Spillover-Effekt
3
Time series analysis
3
Anlageverhalten
2
Behavioural finance
2
Bitcoin
2
COVID-19 outbreak
2
Coronavirus
2
Erdöl
2
Exchange rate
2
Financial investment
2
Forecast
2
Geopolitical risks
2
Geopolitics
2
Geopolitik
2
Gold-price returns
2
Hedging
2
Kapitalanlage
2
Petroleum
2
Prognose
2
Regression analysis
2
Regressionsanalyse
2
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Article
12
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12
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12
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English
12
Author
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Amikuzuno, Joseph
Gupta, Rangan
Bouri, Elie
10
Pierdzioch, Christian
10
Lucey, Brian M.
7
Mensi, Walid
5
Rohloff, Sebastian
5
Gillas, Konstantinos Gkillas
4
Gozgor, Giray
4
Hammoudeh, Shawkat
4
Lau, Chi Keung
4
Risse, Marian
4
Roubaud, David
4
Shahbaz, Muhammad
4
Wei, Yu
4
Beckmann, Joscha
3
Czudaj, Robert
3
Das, Debojyoti
3
Hernandez, Jose Arreola
3
Ibrahim, Muazu
3
Jeribi, Ahmed
3
Kang, Sang Hoon
3
Salisu, Afees A.
3
Shahzad, Syed Jawad Hussain
3
Smales, Lee A.
3
Su, Chi-Wei
3
Vigne, Samuel A.
3
Violet, Thomas
3
Yarovaya, Larisa
3
Apergēs, Nikolaos
2
Asgill, John
2
Aye, Goodness C.
2
Balcilar, Mehmet
2
Bampinas, Georgios
2
Barro, Robert J.
2
Batten, Jonathan A.
2
Baur, Dirk G.
2
Chang, Meng-Shiuh
2
Demirer, Rıza
2
Du Bois, William Ewing
2
Eckfeldt, Jacob Reese
2
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Finance research letters
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance
1
Applied economics letters
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International review of financial analysis
1
Journal of international money and finance
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
12
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1
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
2
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:
3
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
4
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:
5
Investing in cocoa-gold sector and the crude oil price-exchange rate uncertainty in Ghana : volatility transmission and hedging approach
Damba, Osman Tahidu
;
Bilgic, Abdulbaki
;
Amikuzuno, Joseph
; …
- In:
African review of economics and finance : AREF : the …
13
(
2021
)
1
,
pp. 193-213
Persistent link: https://www.econbiz.de/10012618563
Saved in:
6
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
7
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
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