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subject:"United States"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Wei, Yu"
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Climate risks"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
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United States
Asset allocation
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Erdöl
Germany
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VAR-Modell
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Estimation
64
Schätzung
64
Volatilität
33
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29
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22
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22
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22
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22
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55
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Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Wei, Yu
Yoon, Seong-min
Ma, Feng
11
Bouri, Elie
10
Salisu, Afees A.
8
Sheng, Xin
8
Wang, Yudong
8
Ji, Qiang
6
Pierdzioch, Christian
6
Balcilar, Mehmet
5
Cepni, Oguzhan
5
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 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
10
Applied economics
8
Applied economics letters
7
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
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
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Australian economic papers
2
Economics, management and financial markets
2
Emerging markets review
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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
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Open economies review
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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CESifo Working Paper Series
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CESifo working papers
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Contemporary economics
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DIW Berlin Discussion Paper
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ECONIS (ZBW)
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1
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:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
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:
10
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:
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