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~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Estimation"
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Estimation
Welt
86
World
86
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51
Volatilität
51
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37
Prognoseverfahren
37
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37
Capital income
30
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Gupta, Rangan
McAleer, Michael
Zaremba, Adam
19
Hammoudeh, Shawkat
16
Bahmani-Oskooee, Mohsen
15
Rose, Andrew
15
Xuan Vinh Vo
15
Balcilar, Mehmet
14
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13
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13
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12
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12
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12
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12
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11
Wohar, Mark E.
11
Mensi, Walid
10
Nonejad, Nima
10
Tiwari, Aviral Kumar
10
Yilmazkuday, Hakan
10
Bloom, Nicholas
9
Kang, Sang Hoon
9
Massa, Massimo
9
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9
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9
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9
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9
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8
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8
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8
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8
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8
Nguyen Phuc Canh
8
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8
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8
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8
Shahzad, Syed Jawad Hussain
8
Umar, Zaghum
8
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7
Demirer, Rıza
7
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7
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5
Research in international business and finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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1
International economics and economic policy : IEEP
1
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International journal of forecasting
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
37
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
2
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:
3
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
4
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:
5
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
6
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
7
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
8
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
9
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:
10
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
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