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~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~person:"Gupta, Rangan"
~person:"Lin, Boqiang"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
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Time series analysis
Volatilität
Ölpreis
Volatility
26
ARCH model
10
ARCH-Modell
10
Welt
10
World
10
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9
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9
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Theory
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Aufsatz in Zeitschrift
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26
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26
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Gupta, Rangan
Lin, Boqiang
Tiwari, Aviral Kumar
22
Ma, Feng
21
Hammoudeh, Shawkat
19
Bouri, Elie
17
Ji, Qiang
15
Wang, Yudong
15
Chevallier, Julien
11
Kang, Sang Hoon
11
Demirer, Rıza
10
McMillan, David G.
10
Shahzad, Syed Jawad Hussain
9
Wei, Yu
9
Yoon, Seong-min
9
Lau, Chi Keung
8
Mensi, Walid
8
Sadorsky, Perry A.
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Wohar, Mark E.
8
Zhang, Yaojie
8
Liang, Chao
7
Naeem, Muhammad Abubakr
7
Yin, Libo
7
Batten, Jonathan A.
6
Corbet, Shaen
6
Dai, Zhifeng
6
Degiannakis, Stavros
6
Do, Hung Xuan
6
Filis, George
6
Gozgor, Giray
6
Lee, Chien-chiang
6
Lucey, Brian M.
6
Nguyen, Duc Khuong
6
Roubaud, David
6
Serletis, Apostolos
6
Sitara Karim
6
Speight, Alan E. H.
6
Umar, Zaghum
6
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Applied financial economics
Energy economics
Quantitative finance
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
5
Economics letters
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Applied economics
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
Journal of economics and finance
3
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3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
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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
2
Journal of risk and financial management : JRFM
2
OPEC energy review
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Structural change and economic dynamics : SC+ED
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The journal of futures markets
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Atlantic economic journal : AEJ
1
Computational economics
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Economic systems
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Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
26
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1
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:
2
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:
3
Givers never lack : Nigerian oil & gas asymmetric network analyses
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203266
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
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
6
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
7
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:
8
Oil prices and economic policy uncertainty : evidence from global, oil importers, and exporters’ perspective
Lin, Boqiang
;
Bai, Rui
- In:
Research in international business and finance
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013266121
Saved in:
9
Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
Okorie, David Iheke
;
Lin, Boqiang
- In:
Energy economics
87
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012512456
Saved in:
10
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
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