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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:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Wei, Yu"
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
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United States
Asset allocation
Business cycle
Erdöl
Germany
Prognoseverfahren
Shock
VAR-Modell
Volatility
Estimation
65
Schätzung
65
Volatilität
33
Forecasting model
29
Börsenkurs
22
Share price
22
Welt
22
World
22
Capital income
21
Kapitaleinkommen
21
Oil price
21
Ölpreis
21
Risiko
18
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18
USA
18
Aktienmarkt
16
Climate change
16
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16
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VAR model
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Schock
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Spillover-Effekt
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7
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5
Climate risks
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56
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Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Wei, Yu
Yoon, Seong-min
Bouri, Elie
11
Ma, Feng
9
Salisu, Afees A.
8
Sheng, Xin
8
Wang, Yudong
8
Ji, Qiang
7
Balcilar, Mehmet
6
Cepni, Oguzhan
6
Pierdzioch, Christian
6
Lee, Chien-chiang
5
Tiwari, Aviral Kumar
5
Çepni, Oğuzhan
5
Ҫepni, Oğuzhan
5
Gozgor, Giray
4
Hammoudeh, Shawkat
4
Lau, Chi Keung
4
Wang, Shouyang
4
Wohar, Mark E.
4
Apergēs, Nikolaos
3
Bonato, Matteo
3
Cheung, Yin-Wong
3
Chevallier, Julien
3
Liao, Wenting
3
McMillan, David G.
3
Nel, Jacobus
3
Nielsen, Joshua
3
Nonejad, Nima
3
Park, Sung Y.
3
Ren, Xiaohang
3
Shahzad, Syed Jawad Hussain
3
Sun, Yuying
3
Thai-Ha Le
3
Van Eyden, Reneé
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xiao, Jihong
3
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Department of Economics working paper series
Energy economics
International journal of finance & economics : IJFE
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
The North American journal of economics and finance : a journal of financial economics studies
13
Working papers / University of Connecticut, Department of Economics
11
Economic modelling
10
Finance research letters
9
Applied economics
8
International review of economics & finance : IREF
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Economics and Business Letters : EBL
3
International review of financial analysis
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
Financial innovation : FIN
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
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
CESifo Working Paper Series
1
CESifo working papers
1
Cardiff economics working papers
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Contemporary economics
1
DIW Berlin Discussion Paper
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ECONIS (ZBW)
56
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
3
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:
4
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
5
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:
6
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:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
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:
10
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:
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