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subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~person:"Zhu, Huiming"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"World"
~type_genre:"Article in journal"
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Volatility
Großbritannien
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Prognoseverfahren
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Estimation
253
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253
Capital income
80
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Gupta, Rangan
Wohar, Mark E.
Zhu, Huiming
Bahmani-Oskooee, Mohsen
50
Gil-Alaña, Luis A.
42
Pierdzioch, Christian
40
Zaremba, Adam
40
Balcilar, Mehmet
37
McMillan, David G.
37
Ma, Feng
36
Caporale, Guglielmo Maria
33
Narayan, Paresh Kumar
33
Apergēs, Nikolaos
31
Bouri, Elie
29
Lee, Chien-chiang
29
Xuan Vinh Vo
29
Moosa, Imad A.
28
Wang, Yudong
28
McAleer, Michael
26
Bollerslev, Tim
25
Hammoudeh, Shawkat
25
Todorov, Viktor
25
Mensi, Walid
23
Salisu, Afees A.
23
Zhang, Yaojie
23
Tiwari, Aviral Kumar
22
Kang, Sang Hoon
21
Kumar, Dilip
21
Shahbaz, Muhammad
21
Buch, Claudia M.
20
Schneider, Friedrich
20
Belke, Ansgar
19
Herwartz, Helmut
19
MacDonald, Ronald
19
Rashid, Abdul
19
Bali, Turan G.
18
Demirer, Rıza
18
Nonejad, Nima
17
Nunnenkamp, Peter
17
Pesaran, M. Hashem
17
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The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
13
Finance research letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economic modelling
6
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Research in international business and finance
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Applied economics letters
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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156
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
3
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
4
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
7
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
8
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:
9
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
10
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
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