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type:"article"
~person:"Demirer, Rıza"
~person:"Zhu, Huiming"
~subject:"Prognoseverfahren"
~subject:"Ölmarkt"
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Search: subject_exact:"Erdölpreis"
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Prognoseverfahren
Ölmarkt
Oil price
33
Ölpreis
33
Volatility
24
Volatilität
24
Welt
18
World
18
Crude oil
16
Estimation
15
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Erdöl
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Kapitalmarktrendite
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Demirer, Rıza
Zhu, Huiming
Ma, Feng
39
Wang, Yudong
32
Gupta, Rangan
30
Zhang, Yaojie
23
Kilian, Lutz
18
Wei, Yu
17
Wang, Shouyang
15
Ji, Qiang
14
Liu, Li
14
Nonejad, Nima
14
Yin, Libo
14
Wu, Chongfeng
12
Filis, George
11
Narayan, Paresh Kumar
11
Pierdzioch, Christian
11
Zhang, Yue-jun
11
Degiannakis, Stavros
10
Matthies, Klaus
10
Salisu, Afees A.
10
Baghestani, Hamid
9
Hammoudeh, Shawkat
9
Liang, Chao
9
Lin, Boqiang
9
Manera, Matteo
9
Baumeister, Christiane
8
Fan, Ying
8
Gong, Xu
8
Guesmi, Khaled
8
Huang, Dengshi
8
Lu, Xinjie
8
Mensi, Walid
8
Pierru, Axel
8
Wahab, M. I. M.
8
Wen, Fenghua
8
Horn, Manfred
7
Kaufmann, Robert Kurt
7
Li, Xiafei
7
Liu, Jing
7
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Energy economics
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Applied economics
1
Applied economics letters
1
Journal of the Operational Research Society
1
OPEC energy review
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
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1
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
2
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
3
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
4
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
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
The heterogeneous dependence between global crude oil and Chinese commodity futures markets : evidence from quantile regression
Zhu, Huiming
;
Duan, Rong
;
Peng, Cheng
;
Jia, Xianghua
- In:
Applied economics
51
(
2019
)
28
,
pp. 3031-3048
Persistent link: https://www.econbiz.de/10012196782
Saved in:
8
Geopolitical risks and the predictability of regional oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
;
Tiwari, …
- In:
OPEC energy review
43
(
2019
)
3
,
pp. 342-361
Persistent link: https://www.econbiz.de/10013339003
Saved in:
9
Oil and stock market momentum
Chen, Chun-Da
;
Cheng, Chiao-Ming
;
Demirer, Rıza
- In:
Energy economics
68
(
2017
),
pp. 151-159
Persistent link: https://www.econbiz.de/10011905040
Saved in:
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