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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Finance research letters"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Ryu, Doojin"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
Kapitaleinkommen
Oil price
Prognoseverfahren
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Time series analysis
Volatilität
Ölpreis
Volatility
44
Börsenkurs
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forecasting
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Lyócsa, Štefan
Ryu, Doojin
Yin, Libo
Yoon, Seong-min
Bouri, Elie
15
Lucey, Brian M.
11
Ma, Feng
11
Pierdzioch, Christian
9
Roubaud, David
9
Corbet, Shaen
8
Molnár, Peter
8
Tiwari, Aviral Kumar
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Ji, Qiang
7
Lu, Xinjie
7
Sensoy, Ahmet
7
Wei, Yu
7
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7
Lau, Chi Keung
6
Li, Yan
6
Liang, Chao
6
Shahzad, Syed Jawad Hussain
6
Wang, Gang-Jin
6
Wang, Jiqian
6
Wang, Xingchun
6
Wang, Yudong
6
Zhang, Yaojie
6
Bonato, Matteo
5
Caporale, Guglielmo Maria
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Chi, Xie
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Gillas, Konstantinos Gkillas
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Gozgor, Giray
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McMillan, David G.
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5
Xiong, Xiong
5
Yarovaya, Larisa
5
Baig, Ahmed S.
4
Das, Debojyoti
4
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4
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Applied economics letters
Department of Economics working paper series
Finance research letters
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
Journal of forecasting
Journal of international financial markets, institutions & money
Energy economics
34
The North American journal of economics and finance : a journal of financial economics studies
24
International review of economics & finance : IREF
15
Research in international business and finance
10
Applied economics
9
International review of financial analysis
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
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5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of forecasting
5
The European journal of finance
5
Economic modelling
4
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4
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Journal of empirical finance
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Journal of multinational financial management
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Pacific-Basin finance journal
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Defence and peace economics
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Economic systems
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Emerging markets review
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Journal of economics and finance
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The energy journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Australian economic papers
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Journal of financial markets
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Journal of international money and finance
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Journal of risk
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OPEC energy review
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ECONIS (ZBW)
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1
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:
2
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
3
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
4
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
5
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
6
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
7
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
8
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
9
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan
;
Halousková, Martina
;
Haugom, Erik
- In:
Finance research letters
57
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Saved in:
10
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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