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subject:"Welt"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Energy economics"
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Search: subject_exact:"Prognosetechnik"
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Welt
Forecasting model
535
Prognoseverfahren
535
Volatility
176
Volatilität
176
Theorie
172
Theory
172
Oil price
150
Ölpreis
150
Time series analysis
133
Zeitreihenanalyse
133
Forecast
128
Prognose
127
Estimation
107
Schätzung
107
ARCH model
105
ARCH-Modell
105
World
99
Forecasting
93
Capital income
75
Kapitaleinkommen
75
Börsenkurs
68
Share price
68
Bayesian inference
63
Bayes-Statistik
62
Commodity derivative
52
Rohstoffderivat
52
Electricity price
49
Strompreis
49
USA
42
United States
42
Risiko
40
Risk
40
State space model
38
Zustandsraummodell
38
Electric power industry
36
Elektrizitätswirtschaft
36
Oil market
36
Volatility forecasting
36
Ölmarkt
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71
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28
Graue Literatur
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English
99
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Gupta, Rangan
20
Pierdzioch, Christian
8
Ma, Feng
7
Bouri, Elie
6
Wang, Yudong
6
Wang, Shouyang
5
McAleer, Michael
4
Salisu, Afees A.
4
Allen, David E.
3
Karmakar, Sayar
3
Koopman, Siem Jan
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Zhang, Yaojie
3
Degiannakis, Stavros
2
Diks, Cees G. H.
2
Filis, George
2
Gatarek, Lukasz T.
2
Gooijer, Jan G. de
2
Liang, Chao
2
Liu, Jing
2
Liu, Li
2
Lucas, André
2
Narayan, Paresh Kumar
2
Nielsen, Joshua
2
Plakandaras, Vasilios
2
Rognone, Lavinia
2
Scharth, Marcel
2
Schwaab, Bernd
2
Shahzad, Syed Jawad Hussain
2
Sun, Yuying
2
Wang, Jiqian
2
Wei, Yu
2
Wei, Yunjie
2
Yu, Lean
2
Zhang, Yue-jun
2
Zhao, Yang
2
Çepni, Oğuzhan
2
Ҫepni, Oğuzhan
2
Abdollahi, Hooman
1
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Department of Economics working paper series
Discussion paper / Tinbergen Institute
Energy economics
International journal of forecasting
82
Journal of forecasting
41
Finance research letters
34
Journal of international money and finance
31
International review of financial analysis
27
Technological forecasting & social change : an international journal
27
Discussion paper / Centre for Economic Policy Research
20
IMF working papers
20
Working paper
20
Applied economics
19
International review of economics & finance : IREF
19
Journal of banking & finance
17
NBER working paper series
17
Journal of international financial markets, institutions & money
16
CESifo working papers
15
NBER Working Paper
15
Applied economics letters
13
Economics letters
13
Journal of empirical finance
13
IMF Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
Advances in business and management forecasting
11
Economic modelling
11
Journal of applied econometrics
11
The European journal of finance
11
Discussion papers / CEPR
10
International journal of finance & economics : IJFE
10
Journal of financial economics
10
CESifo Working Paper Series
9
Research in international business and finance
9
SpringerLink / Bücher
9
International Journal of Energy Economics and Policy : IJEEP
8
CAMA working paper series
7
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Research paper series / Swiss Finance Institute
7
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ECONIS (ZBW)
99
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1
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
2
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
4
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
5
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
6
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
8
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
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