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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Bouri, Elie"
~person:"Clark, Todd E."
~person:"Gupta, Rangan"
~person:"Stengos, Thanasēs"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation
Nonparametric statistics
Portfolio-Management
Theory
Time series analysis
USA
Wirtschaftswachstum
Schätzung
29
Volatilität
13
Forecasting model
8
Prognoseverfahren
8
VAR model
8
VAR-Modell
8
Theorie
7
United States
7
Welt
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Aufsatz in Zeitschrift
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Bouri, Elie
Clark, Todd E.
Gupta, Rangan
Stengos, Thanasēs
Narayan, Paresh Kumar
11
Hammoudeh, Shawkat
10
Pesaran, M. Hashem
9
Shahbaz, Muhammad
9
Wang, Yudong
9
Apergēs, Nikolaos
8
Ma, Feng
8
Marcellino, Massimiliano
8
Smyth, Russell
8
Egger, Peter
7
Liddle, Brantley
7
Wohar, Mark E.
7
Zaremba, Adam
7
Balcilar, Mehmet
6
Caraiani, Petre
6
Gozgor, Giray
6
Kilian, Lutz
6
Lee, Chien-chiang
6
Tiwari, Aviral Kumar
6
Westerlund, Joakim
6
Antonakakis, Nikolaos
5
Ghoddusi, Hamed
5
Henderson, Daniel J.
5
Koop, Gary
5
Kumbhakar, Subal
5
Lau, Chi Keung
5
Nguyen, Duc Khuong
5
Otero, Jesús G.
5
Papavassiliou, Vassilios G.
5
Phillips, Peter C. B.
5
Pierdzioch, Christian
5
Polemis, Michael
5
Ren, Xiaohang
5
Serletis, Apostolos
5
Yoon, Seong-min
5
Bahmani-Oskooee, Mohsen
4
Baltagi, Badi H.
4
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Economics letters
Energy economics
International economics and economic policy : IEEP
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
6
International review of financial analysis
6
Economic modelling
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Journal of forecasting
4
Economic systems
3
Economics and Business Letters : EBL
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics, management and financial markets
2
Emerging markets review
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Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Open economies review
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ECONIS (ZBW)
29
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
3
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
4
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
6
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
7
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
8
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
9
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
- In:
Economics letters
213
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442110
Saved in:
10
Quantile eco-efficiency estimation and convergence : a nonparametric frontier approach
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Panayiotis
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607127
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