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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Finance research letters"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Nel, Jacobus"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"Climate change"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Climate change
Germany
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Realized volatility
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Volatility
34
Volatilität
34
Forecasting model
23
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17
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Demirer, Rıza
Härdle, Wolfgang
Nel, Jacobus
Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
53
Bouri, Elie
12
Salisu, Afees A.
11
Ji, Qiang
8
Bonato, Matteo
7
Ҫepni, Oğuzhan
7
Ma, Feng
6
Karmakar, Sayar
5
Luo, Xingguo
5
Ogbonna, Ahamuefula Ephraim
5
Roubaud, David
5
Wei, Yu
5
Cepni, Oguzhan
4
Gillas, Konstantinos Gkillas
4
Gozgor, Giray
4
Plakandaras, Vasilios
4
Sun, Xiaolei
4
Wang, Jiqian
4
Wu, Xinyu
4
Das, Debojyoti
3
Gil-Alaña, Luis A.
3
Lau, Chi Keung
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Li, Yan
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Lu, Xinjie
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Chang, Kuang-Liang
2
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2
Chen, Zhonglu
2
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2
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Department of Economics working paper series
Finance research letters
Energy economics
21
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
Kieler Arbeitspapiere
6
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The North American journal of economics and finance : a journal of financial economics studies
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Emerging Markets Finance and Trade, 2015
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German economic review
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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ECONIS (ZBW)
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
5
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:
6
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:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
8
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012939919
Saved in:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
10
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
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