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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Econometric Institute research papers"
~subject:"Commodity derivative"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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USA
Commodity derivative
Zeitreihenanalyse
Estimation
125
Schätzung
125
United States
41
Volatility
40
Volatilität
40
Forecasting model
39
Prognoseverfahren
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McAleer, Michael
21
Gupta, Rangan
19
Chang, Chia-Lin
8
Asai, Manabu
5
Franses, Philip Hans
5
Sheng, Xin
5
Cepni, Oguzhan
4
Dijk, Dick van
4
Tansuchat, Roengchai
4
Çepni, Oğuzhan
4
Liao, Wenting
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Bouri, Elie
2
Dijk, Herman K. van
2
Hammoudeh, Shawkat
2
Salisu, Afees A.
2
Ҫepni, Oğuzhan
2
Allen, David E.
1
Apergēs, Nikolaos
1
Aree Wiboonpongse
1
Arin, Kerim Peren
1
Bannouh, Karim
1
Bonato, Matteo
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chan, Felix
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Christou, Christina
1
Frenk, Johannes G.
1
Gavriilidis, Konstantinos
1
Geng, Huayan
1
Gil-Alaña, Luis A.
1
Giordani, Paolo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Hassani, Hossein
1
Heij, Christiaan
1
Ishida, Isao
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Econometrisch Instituut <Rotterdam>
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Department of Economics working paper series
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1,493
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432
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403
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217
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169
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166
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99
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ECONIS (ZBW)
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
5
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
6
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
7
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
8
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
9
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
10
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
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