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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Pierdzioch, Christian"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Wechselkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Aktienmarkt
Geldpolitik
Großbritannien
Volatility
Wechselkurs
Forecasting model
52
Prognoseverfahren
52
Volatilität
33
Estimation
31
Schätzung
31
Capital income
25
Kapitaleinkommen
25
Forecasting
24
Forecast
17
Prognose
17
Welt
15
World
15
Börsenkurs
14
Share price
14
Gold
13
Risiko
13
Risk
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Stock market
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Theorie
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Theory
12
Oil price
11
Realized volatility
11
Ölpreis
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USA
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United States
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forecasting
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8
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Regression analysis
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Statistische Verteilung
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Arbeitspapier
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Fallstudie
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Aufsatz in Zeitschrift
34
Graue Literatur
4
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English
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5
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Pierdzioch, Christian
Gupta, Rangan
218
Bouri, Elie
103
Tiwari, Aviral Kumar
98
Ma, Feng
94
Bahmani-Oskooee, Mohsen
75
Wohar, Mark E.
71
Hammoudeh, Shawkat
66
Xuan Vinh Vo
63
Mensi, Walid
61
Lucey, Brian M.
53
Balcilar, Mehmet
52
Demirer, Rıza
52
Kang, Sang Hoon
50
Gil-Alaña, Luis A.
49
Shahzad, Syed Jawad Hussain
49
Apergēs, Nikolaos
48
Minford, Patrick
48
Zhang, Yaojie
48
Zaremba, Adam
47
Corbet, Shaen
46
Salisu, Afees A.
46
Serletis, Apostolos
46
Liang, Chao
44
Ji, Qiang
43
Corsetti, Giancarlo
42
Ryu, Doojin
42
Wang, Yudong
41
Jawadi, Fredj
39
Narayan, Paresh Kumar
39
Roubaud, David
39
Wei, Yu
39
Yin, Libo
39
Caporale, Guglielmo Maria
38
Uddin, Mohammed Gazi Salah
38
Umar, Zaghum
38
Lee, Chien-chiang
37
Bordo, Michael D.
35
Belke, Ansgar
34
Eichengreen, Barry
34
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The North American journal of economics and finance : a journal of financial economics studies
5
Department of Economics working paper series
4
Finance research letters
4
Energy economics
3
The European journal of finance
3
International review of economics & finance : IREF
2
Journal of financial markets
2
Annals of financial economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
International review of financial analysis
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Research in international business and finance
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)
39
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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
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
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