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subject:"United States"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~person:"Feng, Jiabao"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
~type:"article"
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United States
Asset allocation
Business cycle
Erdöl
Germany
Prognoseverfahren
Shock
VAR-Modell
Volatility
Estimation
28
Schätzung
28
Oil price
15
Volatilität
15
Ölpreis
15
Börsenkurs
10
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
Share price
10
Aktienmarkt
9
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9
Welt
7
World
7
Oil market
6
Time series analysis
6
USA
6
VAR model
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Spillover effect
5
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5
Ölmarkt
5
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4
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4
Kointegration
4
Real estate price
4
Risiko
4
Risk
4
Schock
4
Causality analysis
3
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3
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24
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32
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25
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25
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25
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Feng, Jiabao
Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Wang, Yudong
11
Ma, Feng
10
Balcilar, Mehmet
8
Wohar, Mark E.
8
Salisu, Afees A.
7
Bouri, Elie
6
Hammoudeh, Shawkat
6
Lee, Chien-chiang
6
Wei, Yu
6
Tiwari, Aviral Kumar
5
Xuan Vinh Vo
5
Yin, Libo
5
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
Lau, Chi Keung
4
McMillan, David G.
4
Park, Sung Y.
4
Wang, Shouyang
4
Wen, Fenghua
4
Xiao, Jihong
4
Beckmann, Joscha
3
Brooks, Robert
3
Cai, Yifei
3
Caporin, Massimiliano
3
Cheung, Yin-Wong
3
Chevallier, Julien
3
Das, Debojyoti
3
He, Zhifang
3
Huang, Dengshi
3
Ji, Qiang
3
Kang, Sang Hoon
3
Lu, Xinjie
3
Malik, Farooq
3
McAleer, Michael
3
Mensi, Walid
3
Nonejad, Nima
3
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Department of Economics working paper series
Energy economics
International journal of finance & economics : IJFE
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
13
Economic modelling
8
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Applied economics letters
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of macroeconomics
3
Research in international business and finance
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Economics, management and financial markets
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of financial economics
1
Applied financial economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Economic systems
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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ECONIS (ZBW)
25
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
6
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
7
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
Asymmetric effects of oil price uncertainty on corporate investment
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
Energy economics
86
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012511795
Saved in:
10
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
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