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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of management science and engineering"
~person:"Albrecht, Peter"
~person:"Demirer, Rıza"
~person:"Foglia, Matteo"
~person:"Gabauer, David"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhou, Yimin"
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
~subject:"China"
~subject:"Oil price"
~subject:"Welt"
~subject:"World"
~subject:"Ölpreis"
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Albrecht, Peter
Demirer, Rıza
Foglia, Matteo
Gabauer, David
Gupta, Rangan
Ma, Feng
Yin, Libo
Yoon, Seong-min
Zhou, Yimin
Pierdzioch, Christian
7
Salisu, Afees A.
7
Bouri, Elie
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Liang, Chao
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Department of Economics working paper series
Economics / Discussion papers : the open-access, open-assessment e-journal
International journal of finance & economics : IJFE
Journal of economic behavior & organization : JEBO
Journal of management science and engineering
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49
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Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
5
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
8
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
9
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
10
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
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