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~isPartOf:"Dae oe gyeong je yeon gu"
~isPartOf:"Energy economics"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International review of financial analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~person:"Li, Xiafei"
~person:"Lu, Xinjie"
~person:"Ma, Feng"
~person:"Maghyereh, Aktham I."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Causality analysis"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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Causality analysis
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Volatility
126
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126
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71
Ölpreis
71
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53
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Gupta, Rangan
Li, Xiafei
Lu, Xinjie
Ma, Feng
Maghyereh, Aktham I.
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
14
Uddin, Mohammed Gazi Salah
12
Dai, Zhifeng
10
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10
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10
Xuan Vinh Vo
10
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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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7
Demirer, Rıza
7
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7
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6
Liu, Bing-Yue
6
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6
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5
Degiannakis, Stavros
5
Gubareva, Mariya
5
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5
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5
Zhang, Wei
5
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5
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5
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4
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4
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Dae oe gyeong je yeon gu
Energy economics
Financial innovation : FIN
International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
39
Finance research letters
21
Applied economics
17
International review of economics & finance : IREF
17
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10
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9
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7
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ECONIS (ZBW)
72
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1
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
2
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
3
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
4
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
Saved in:
5
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:
6
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
7
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
8
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
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