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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~person:"Wei, Yu"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Wechselkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Wechselkurs
Forecasting model
77
Prognoseverfahren
77
Volatilität
65
Estimation
44
Schätzung
44
Welt
36
World
36
Capital income
35
Kapitaleinkommen
35
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30
Ölpreis
30
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24
Forecasting
24
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71
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Arbeitspapier
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71
Graue Literatur
4
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5
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Pierdzioch, Christian
Wei, Yu
Gupta, Rangan
215
Bouri, Elie
102
Tiwari, Aviral Kumar
95
Ma, Feng
94
Bahmani-Oskooee, Mohsen
75
Wohar, Mark E.
71
Hammoudeh, Shawkat
66
Xuan Vinh Vo
62
Mensi, Walid
60
Balcilar, Mehmet
52
Lucey, Brian M.
52
Demirer, Rıza
51
Kang, Sang Hoon
49
Apergēs, Nikolaos
48
Gil-Alaña, Luis A.
48
Minford, Patrick
48
Shahzad, Syed Jawad Hussain
48
Zhang, Yaojie
48
Zaremba, Adam
47
Corbet, Shaen
46
Salisu, Afees A.
46
Serletis, Apostolos
44
Liang, Chao
43
Corsetti, Giancarlo
42
Ji, Qiang
41
Ryu, Doojin
41
Wang, Yudong
41
Narayan, Paresh Kumar
39
Roubaud, David
39
Caporale, Guglielmo Maria
38
Jawadi, Fredj
38
Umar, Zaghum
38
Yin, Libo
38
Uddin, Mohammed Gazi Salah
37
Lee, Chien-chiang
36
Bordo, Michael D.
35
Belke, Ansgar
34
Eichengreen, Barry
34
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Finance research letters
11
Energy economics
10
The North American journal of economics and finance : a journal of financial economics studies
7
International review of financial analysis
6
Department of Economics working paper series
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
The European journal of finance
3
Applied economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial markets
2
Research in international business and finance
2
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Economics letters
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
75
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75
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
3
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
6
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
7
Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach
Bai, Lan
;
Wei, Yu
;
Zhang, Jiahao
;
Wang, Yizhi
;
Lucey, …
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014475890
Saved in:
8
Does the connectedness among fossil energy returns matter for renewable energy stock returns? : Fresh insights from the Cross-Quantilogram analysis
Zhang, Jiahao
;
Chen, Xiaodan
;
Wei, Yu
;
Bai, Lan
- In:
International review of financial analysis
88
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014460649
Saved in:
9
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:
10
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
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