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~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic growth"
~isPartOf:"Journal of forecasting"
~language:"bos"
~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Miceli, Thomas J."
~subject:"Estimation"
~subject:"Inflation"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Rezension"
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Estimation
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Forecasting model
17
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17
Oil price
16
Ölpreis
16
Volatility
13
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Miceli, Thomas J.
Ji, Qiang
22
Smyth, Russell
21
Wang, Yudong
21
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
19
Lee, Chien-chiang
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Energy economics
Journal of economic growth
Journal of forecasting
Finance research letters
28
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19
The North American journal of economics and finance : a journal of financial economics studies
16
Research in international business and finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International review of economics & finance : IREF
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Applied economics letters
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics letters
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International review of financial analysis
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Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
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Computational economics
7
The journal of portfolio management : JPM
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International journal of finance & economics : IJFE
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The European journal of finance
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International review of law and economics
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Journal of multinational financial management
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of fixed income : JFI
4
Annals of financial economics
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European journal of law and economics
3
Journal of economics and finance
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The journal of real estate finance and economics
3
American economic journal : a journal of the American Economic Association
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
23
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1
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:
2
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
3
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
4
Religion, rulers, and conflict
Coşgel, Metin Murat
;
Miceli, Thomas J.
;
Yıldırım, …
- In:
Journal of economic growth
28
(
2023
)
3
,
pp. 439-480
Persistent link: https://www.econbiz.de/10014323124
Saved in:
5
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:
6
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:
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
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:
9
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
10
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
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