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~accessRights:"restricted"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of forecasting"
~isPartOf:"OPEC energy review"
~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"
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Search: subject_exact:"Volatility"
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Volatility
13
Volatilität
13
Forecasting model
8
Prognoseverfahren
8
Welt
8
World
8
Oil price
6
Ölpreis
6
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5
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forecasting
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Liang, Chao
Lyócsa, Štefan
Sensoy, Ahmet
Yin, Libo
Yoon, Seong-min
Wang, Yudong
5
Ma, Feng
4
Salisu, Afees A.
4
Song, Yuping
4
Zhang, Yaojie
4
Bouri, Elie
3
Demirer, Rıza
3
Ji, Qiang
3
Tang, Xiaolong
3
Filis, George
2
He, Mengxi
2
Karathanasopoulos, Andreas
2
Lee, Chien-chiang
2
Ma, Zhiren
2
Slim, Skander
2
Suleman, Muhammad Tahir
2
Wang, Jiqian
2
Wen, Danyan
2
Zhang, Bo
2
Acharya, Rajesh H.
1
Addi, Abdelhamid
1
Afjal, Mohd
1
Al-Yahyaee, Khamis Hamed
1
Aladesanmi, Olalekan
1
Altunöz, Utku
1
Angelidis, Timotheos
1
Angelini, Eliana
1
Arteche, Josu
1
Arthur, Eric
1
Asai, Manabu
1
Azad, A. S. M. Sohel
1
Bahmani-Oskooee, Mohsen
1
Baruník, Jozef
1
Ben Omrane, Walid
1
Benlagha, Noureddine
1
Bhuiyan, Miraj Ahmed
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
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Global finance journal
Journal of forecasting
OPEC energy review
Energy economics
39
Finance research letters
23
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
Research in international business and finance
11
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
5
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
Annals of financial economics
3
Defence and peace economics
3
Journal of economics and finance
3
Journal of empirical finance
3
The energy journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Australian economic papers
2
Economic systems
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Technological forecasting & social change : an international journal
2
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
7
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Global finance journal
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
Saved in:
8
Oil shocks and stock market volatility of the BRICS : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
- In:
Global finance journal
48
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012886905
Saved in:
9
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
10
Geopolitical risks and the predictability of regional oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
;
Tiwari, …
- In:
OPEC energy review
43
(
2019
)
3
,
pp. 342-361
Persistent link: https://www.econbiz.de/10013339003
Saved in:
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