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subject:"Volatility"
~accessRights:"restricted"
~person:"Demirer, Rıza"
~person:"Nonejad, Nima"
~subject:"Wirtschaftswachstum"
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Volatility
Wirtschaftswachstum
Estimation
37
Schätzung
37
Forecasting model
23
Prognoseverfahren
23
Volatilität
20
Capital income
18
Kapitaleinkommen
18
Welt
17
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17
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15
Ölpreis
15
Börsenkurs
12
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8
Risk premium
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Crude oil price
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Realized volatility
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Causality analysis
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Demirer, Rıza
Nonejad, Nima
Gupta, Rangan
64
Ma, Feng
26
Tiwari, Aviral Kumar
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
21
Bouri, Elie
21
Pierdzioch, Christian
20
Wohar, Mark E.
18
Shahbaz, Muhammad
17
Kang, Sang Hoon
16
Mensi, Walid
16
Todorov, Viktor
16
Xuan Vinh Vo
16
Apergēs, Nikolaos
15
Hammoudeh, Shawkat
15
Lee, Chien-chiang
14
Pradhan, Rudra Prakash
14
Yoon, Seong-min
14
Zhu, Huiming
14
Bollerslev, Tim
13
Gil-Alaña, Luis A.
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Jawadi, Fredj
11
Kumar, Dilip
11
Sosvilla-Rivero, Simón
11
Wang, Yudong
11
Zhang, Yaojie
11
Arvin, B. Mak
10
Chevallier, Julien
10
Shahzad, Syed Jawad Hussain
10
Brooks, Robert
9
Ji, Qiang
9
Kelly, Bryan T.
9
McAleer, Michael
9
Yin, Libo
9
Caporale, Guglielmo Maria
8
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The North American journal of economics and finance : a journal of financial economics studies
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International review of financial analysis
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
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Journal of the Operational Research Society
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ECONIS (ZBW)
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
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
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
8
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
9
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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