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~accessRights:"restricted"
~isPartOf:"Energy economics"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Carlson, Mark"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Zhou, Jian"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Cointegration
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10
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8
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8
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Carlson, Mark
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Zhou, Jian
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
23
Ma, Feng
22
Ji, Qiang
19
Wang, Yudong
19
Bouri, Elie
16
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Wen, Fenghua
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Uddin, Mohammed Gazi Salah
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Naeem, Muhammad Abubakr
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Smyth, Russell
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Wang, Shouyang
10
Dai, Zhifeng
9
Lucey, Brian M.
9
Roubaud, David
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Do, Hung Xuan
8
Filis, George
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Lee, Chien-chiang
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Lin, Boqiang
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Yin, Libo
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Zhang, Yaojie
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Batten, Jonathan A.
7
Fan, Ying
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Wei, Yu
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Wohar, Mark E.
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Yoon, Seong-min
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Ghoddusi, Hamed
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Liang, Chao
6
Liu, Bing-Yue
6
Mensi, Walid
6
Reboredo, Juan Carlos
6
Ren, Xiaohang
6
Sitara Karim
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
15
International review of economics & finance : IREF
10
Applied economics letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
8
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Defence and peace economics
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Journal of economics and finance
5
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
19
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1
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:
2
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:
3
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:
4
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:
5
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
6
Price and volatility linkages between international REITs and oil markets
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Gormus, Alper
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516750
Saved in:
7
Moments-based spillovers across gold and oil markets
Bonato, Matteo
;
Gupta, Rangan
;
Lau, Chi Keung
;
Wang, Shixuan
- In:
Energy economics
89
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
Saved in:
8
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
9
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
10
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
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