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~isPartOf:"Advances in spatial science"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial markets"
~language:"eng"
~language:"swe"
~person:"Gupta, Rangan"
~person:"Nijkamp, Peter"
~person:"Reggiani, Aura"
~subject:"Europa"
~subject:"Forecasting model"
~subject:"Network"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Gupta, Rangan
Nijkamp, Peter
Reggiani, Aura
Koopman, Siem Jan
42
Dijk, Herman K. van
35
Dijk, Dick van
25
Ravazzolo, Francesco
22
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17
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16
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Advances in spatial science
Applied financial economics
Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
Energy economics
Journal of financial markets
Department of Economics working paper series
44
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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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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ECONIS (ZBW)
44
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1
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:
2
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:
3
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
4
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
5
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
6
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
7
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Çepni, Oğuzhan
;
Güney, Ethem
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of financial markets
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013536291
Saved in:
8
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
62
(
2017
),
pp. 181-186
Persistent link: https://www.econbiz.de/10011748082
Saved in:
9
The role of oil prices in the forecasts of South African interest rates : a Bayesian approach
Gupta, Rangan
;
Kotzé, Kevin
- In:
Energy economics
61
(
2017
),
pp. 270-278
Persistent link: https://www.econbiz.de/10011737812
Saved in:
10
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
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