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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:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
~type:"article"
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United States
Asset allocation
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Erdöl
Germany
Shock
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Estimation
20
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20
Oil price
12
Ölpreis
12
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10
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7
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7
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7
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Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Ma, Feng
9
Wang, Yudong
7
Bouri, Elie
5
Lee, Chien-chiang
5
Tiwari, Aviral Kumar
5
Wei, Yu
5
Gozgor, Giray
4
Hammoudeh, Shawkat
4
Lau, Chi Keung
4
Salisu, Afees A.
4
Balcilar, Mehmet
3
Cheung, Yin-Wong
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Chevallier, Julien
3
Ji, Qiang
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Park, Sung Y.
3
Ren, Xiaohang
3
Shahzad, Syed Jawad Hussain
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Thai-Ha Le
3
Wang, Shouyang
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xu, Yahua
3
Zhang, Yaojie
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Bredin, Donal
2
Cai, Yifei
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Caraiani, Petre
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Chang, Chun Ping
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Clarida, Richard H.
2
Das, Debojyoti
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Dutta, Anupam
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Frondel, Manuel
2
Gil-Alaña, Luis A.
2
Guo, Yawei
2
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2
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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
12
Applied economics
6
Applied economics letters
5
Economic modelling
5
Economics letters
5
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
Economics and Business Letters : EBL
3
Research in international business and finance
3
Structural change and economic dynamics : SC+ED
3
Economics, management and financial markets
2
Emerging markets review
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 forecasting
2
Journal of macroeconomics
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 European journal of finance
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
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Economic systems
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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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
8
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
9
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
10
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
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