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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:"Clark, Todd E."
~person:"Gozgor, Giray"
~person:"Gupta, Rangan"
~person:"Huang, Zhuo"
~person:"Stengos, Thanasēs"
~subject:"Causality analysis"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
Causality analysis
Nonparametric statistics
Portfolio-Management
Time series analysis
USA
Wirtschaftswachstum
Estimation
31
Schätzung
31
Volatilität
10
Risiko
9
Risk
9
United States
8
VAR model
8
VAR-Modell
8
Business cycle
7
Konjunktur
7
Theorie
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Theory
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Forecasting model
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Panel
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Shock
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World
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ARCH model
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ARCH-Modell
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Frühindikator
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Leading indicator
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Nichtparametrisches Verfahren
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Oil price
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Uncertainty
4
Ölpreis
4
Aktienmarkt
3
Climate change
3
Climate risks
3
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24
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Aufsatz in Zeitschrift
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24
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English
24
Author
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Clark, Todd E.
Gozgor, Giray
Gupta, Rangan
Huang, Zhuo
Stengos, Thanasēs
Marcellino, Massimiliano
8
Bouri, Elie
7
Ma, Feng
7
Narayan, Paresh Kumar
7
Hammoudeh, Shawkat
6
Pesaran, M. Hashem
6
Shahbaz, Muhammad
6
Tiwari, Aviral Kumar
6
Apergēs, Nikolaos
5
Balcilar, Mehmet
5
Serletis, Apostolos
5
Smyth, Russell
5
Wang, Yudong
5
Wohar, Mark E.
5
Yoon, Seong-min
5
Kapetanios, George
4
Park, Sung Y.
4
Ren, Xiaohang
4
Shahzad, Syed Jawad Hussain
4
Sosvilla-Rivero, Simón
4
Wei, Yu
4
Aloui, Chaker
3
Caporale, Guglielmo Maria
3
Casarin, Roberto
3
Chan, Joshua
3
Chevallier, Julien
3
Cho, Dooyeon
3
Dinh Hoang Bach Phan
3
Doppelhofer, Gernot
3
Gil-Alaña, Luis A.
3
Gries, Thomas
3
Kanas, Angelos
3
Kumbhakar, Subal
3
Lau, Chi Keung
3
Lee, Chien-chiang
3
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Published in...
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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
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
8
Finance research letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied economics letters
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of forecasting
3
Journal of multinational financial management
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of risk and financial management : JRFM
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Applied financial economics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Econometrics : open access journal
1
Economic research
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets, finance and trade : EMFT
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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ECONIS (ZBW)
24
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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
The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping
;
Qi, Yinshu
;
Ren, Xiaohang
;
Gozgor, Giray
- In:
Energy economics
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
Saved in:
3
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
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 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:
8
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
Saved in:
9
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
10
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
Saved in:
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