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~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Chevallier, Julien"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
Long memory
Oil price
Prognoseverfahren
Risk
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Time series analysis
Volatilität
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Volatility
293
Börsenkurs
107
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107
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Realized volatility
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Forecasting
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Caporale, Guglielmo Maria
Chevallier, Julien
Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Lyócsa, Štefan
Yin, Libo
Yoon, Seong-min
Ma, Feng
84
Bouri, Elie
80
Tiwari, Aviral Kumar
52
Mensi, Walid
40
Wohar, Mark E.
38
Zhang, Yaojie
38
Kang, Sang Hoon
36
Wang, Yudong
36
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Roubaud, David
34
Balcilar, Mehmet
33
Demirer, Rıza
33
Ji, Qiang
33
Liang, Chao
33
Pierdzioch, Christian
33
Wei, Yu
33
Corbet, Shaen
30
Lucey, Brian M.
30
McAleer, Michael
27
Salisu, Afees A.
27
Shahzad, Syed Jawad Hussain
27
Kumar, Dilip
25
Lau, Chi Keung
25
Jawadi, Fredj
23
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Serletis, Apostolos
22
Todorov, Viktor
22
Wen, Fenghua
22
Zhu, Huiming
22
Bollerslev, Tim
21
Wu, Xinyu
21
Ryu, Doojin
20
Wang, Jiqian
20
Cui, Zhenyu
19
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Energy economics
38
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
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Research in international business and finance
17
International review of economics & finance : IREF
14
International review of financial analysis
12
Applied economics
10
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
The European journal of finance
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International journal of finance & economics : IJFE
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Journal of multinational financial management
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Department of Economics working paper series
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Emerging markets, finance and trade : EMFT
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The energy journal
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Annals of financial economics
3
Defence and peace economics
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3
Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Computational economics
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Economic systems
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Emerging markets review
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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 risk
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OPEC energy review
2
Structural change and economic dynamics : SC+ED
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
288
RePEc
1
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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
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
3
Return and volatility connectedness across global ESG stock indexes : evidence from the time-frequency domain analysis
Wan, Jieru
;
Yin, Libo
;
Wu, You
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 397-428
Persistent link: https://www.econbiz.de/10014446774
Saved in:
4
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
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:
8
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
9
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
10
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
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