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~accessRights:"restricted"
~isPartOf:"Economic systems"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Liang, Chao"
~person:"Lyócsa, Štefan"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Behavioural finance"
~subject:"Efficient market hypothesis"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Behavioural finance
Efficient market hypothesis
Oil price
Prognoseverfahren
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Volatilität
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Volatility
40
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21
Welt
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Liang, Chao
Lyócsa, Štefan
Yin, Libo
Yoon, Seong-min
Bouri, Elie
16
Ji, Qiang
12
Tiwari, Aviral Kumar
12
Corbet, Shaen
9
Lucey, Brian M.
9
Ma, Feng
9
Roubaud, David
9
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7
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7
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Shen, Dehua
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Lu, Xinjie
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4
Chi, Xie
4
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4
Gil-Alaña, Luis A.
4
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4
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Economic systems
Finance research letters
Journal of forecasting
Research in international business and finance
Energy economics
41
The North American journal of economics and finance : a journal of financial economics studies
21
International review of economics & finance : IREF
18
International review of financial analysis
13
Applied economics
12
International journal of finance & economics : IJFE
9
Journal of international financial markets, institutions & money
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8
Economics letters
7
International journal of forecasting
6
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4
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Emerging markets review
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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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ECONIS (ZBW)
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
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:
3
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:
4
Forecasting gold volatility with geopolitical risk indices
Li, Xiafei
;
Guo, Qiang
;
Liang, Chao
;
Umar, Muhammad
- In:
Research in international business and finance
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014266744
Saved in:
5
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:
6
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:
7
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:
8
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan
;
Baumöhl, Eduard
;
Výrost, Tomáš
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
Saved in:
9
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
10
Predicting the volatility of China's new energy stock market : deep insight from the realized EGARCH-MIDAS model
Wang, Lu
;
Zhao, Chenchen
;
Liang, Chao
;
Jiu, Song
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
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