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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~person:"Arouri, Mohamed"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Ryu, Doojin"
~person:"Xiong, Xiong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
Kapitaleinkommen
Oil price
Prognoseverfahren
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Volatilität
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Volatility
41
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14
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Arouri, Mohamed
Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Lyócsa, Štefan
Ryu, Doojin
Xiong, Xiong
Yin, Libo
Yoon, Seong-min
Bouri, Elie
13
Ma, Feng
12
Lucey, Brian M.
9
Roubaud, David
9
Ji, Qiang
8
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7
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6
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5
Luo, Xingguo
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Shahzad, Syed Jawad Hussain
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4
Gozgor, Giray
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Applied economics letters
Finance research letters
Journal of forecasting
Energy economics
35
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
16
International review of economics & finance : IREF
15
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11
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9
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Pacific-Basin finance journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of commodity markets
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
41
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1
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:
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
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:
4
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:
5
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:
6
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:
7
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
8
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
9
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:
10
Can economic policy uncertainty predict financial stress? : a MIDAS approach
Xiong, Xiong
;
Liu, Jiakou
;
Liu, Zhifeng
- In:
Applied economics letters
29
(
2022
)
1
,
pp. 22-29
Persistent link: https://www.econbiz.de/10012803323
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