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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Global finance journal"
~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:"Sensoy, Ahmet"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Behavioural finance"
~subject:"Efficient market hypothesis"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Behavioural finance
Efficient market hypothesis
Oil price
Risk
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Volatilität
Ölpreis
Volatility
45
Forecasting model
21
Prognoseverfahren
21
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Liang, Chao
Lyócsa, Štefan
Sensoy, Ahmet
Yin, Libo
Yoon, Seong-min
Bouri, Elie
15
Tiwari, Aviral Kumar
12
Ji, Qiang
11
Roubaud, David
9
Corbet, Shaen
8
Lau, Chi Keung
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Lucey, Brian M.
8
Zhang, Yaojie
8
Gozgor, Giray
7
Ma, Feng
7
Molnár, Peter
7
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7
Caporale, Guglielmo Maria
6
Chevallier, Julien
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Guesmi, Khaled
6
Wei, Yu
6
Zhang, Wei
6
Kang, Sang Hoon
5
Lu, Xinjie
5
Salisu, Afees A.
5
Shahzad, Syed Jawad Hussain
5
Shen, Dehua
5
Umar, Zaghum
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Wang, Jiqian
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4
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4
Baig, Ahmed S.
4
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4
Chi, Xie
4
Das, Debojyoti
4
Gil-Alaña, Luis A.
4
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Finance research letters
Global finance journal
Journal of forecasting
Research in international business and finance
Energy economics
39
The North American journal of economics and finance : a journal of financial economics studies
23
International review of economics & finance : IREF
17
International review of financial analysis
16
Applied economics
12
International journal of finance & economics : IJFE
9
Journal of international financial markets, institutions & money
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
International journal of forecasting
6
Applied economics letters
5
Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Pacific-Basin finance journal
5
The European journal of finance
5
Department of Economics working paper series
4
Emerging markets, finance and trade : EMFT
4
Journal of multinational financial management
4
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3
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3
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3
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2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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 financial markets
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Journal of international money and finance
2
Journal of risk
2
OPEC energy review
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Open economies review
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Structural change and economic dynamics : SC+ED
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Technological forecasting & social change : an international journal
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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 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:
3
Jump forecasting in foreign exchange markets : a high-frequency analysis
Uzun, Sevcan
;
Sensoy, Ahmet
;
Nguyen, Duc Khuong
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 578-624
Persistent link: https://www.econbiz.de/10014292217
Saved in:
4
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:
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
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:
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
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
Saved in:
10
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan
;
Plíhal, Tomáš
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
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