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type:"article"
~person:"Gupta, Rangan"
~person:"Maghyereh, Aktham I."
~person:"Shahbaz, Muhammad"
~person:"Xuan Vinh Vo"
~subject:"Forecasting model"
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Search: subject_exact:"Erdölpreis"
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Forecasting model
Oil price
114
Ölpreis
114
Volatility
57
Volatilität
57
Welt
48
World
48
Schock
31
Shock
31
Aktienmarkt
22
Estimation
22
Prognoseverfahren
22
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22
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22
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21
VAR-Modell
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Börsenkurs
20
Capital income
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Kapitaleinkommen
20
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20
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20
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20
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20
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20
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20
Spillover effect
16
Spillover-Effekt
16
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12
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12
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12
Kausalanalyse
12
Kointegration
12
Oil shocks
12
Wirkungsanalyse
12
ARCH model
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ARCH-Modell
11
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11
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11
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Gupta, Rangan
Maghyereh, Aktham I.
Shahbaz, Muhammad
Xuan Vinh Vo
Ma, Feng
37
Wang, Yudong
27
Zhang, Yaojie
22
Wei, Yu
14
Nonejad, Nima
13
Pierdzioch, Christian
12
Wang, Shouyang
12
Liu, Li
11
Kilian, Lutz
10
Baghestani, Hamid
9
Liang, Chao
9
Zhang, Yue-jun
9
Degiannakis, Stavros
8
Filis, George
8
Huang, Dengshi
8
Baumeister, Christiane
7
Liu, Jing
7
Lu, Xinjie
7
Salisu, Afees A.
7
Wahab, M. I. M.
7
Wu, Chongfeng
7
Yin, Libo
7
He, Mengxi
6
Li, Xiafei
6
Wang, Lu
6
Chen, Wang
5
Demirer, Rıza
5
Ji, Qiang
5
Narayan, Paresh Kumar
5
Ruelke, Jan-Christoph
5
Sun, Yuying
5
Wang, Jiqian
5
Yu, Lean
5
Abual-Foul, Bassam M.
4
Gong, Xu
4
Hao, Xianfeng
4
Li, Pan
4
Manera, Matteo
4
Pan, Zhiyuan
4
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Energy economics
10
Applied economics letters
1
Economia internazionale
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
22
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1
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
2
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
4
Do oil shocks affect the green bond market?
Ur Rehman, Mobeen
;
Raheem, Ibrahim Dolapo
;
Zeitun, Rami
; …
- In:
Energy economics
117
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014437101
Saved in:
5
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
6
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:
7
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:
8
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:
9
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
10
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:
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