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~isPartOf:"Department of Economics working paper series"
~person:"Bonato, Matteo"
~person:"Demirer, Rıza"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Nel, Jacobus"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"Climate change"
~subject:"Climate risks"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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Climate change
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Realized volatility
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Volatility
56
Volatilität
56
Forecasting model
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Welt
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forecasting
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Bonato, Matteo
Demirer, Rıza
Gupta, Rangan
Härdle, Wolfgang
Nel, Jacobus
Pierdzioch, Christian
Tiwari, Aviral Kumar
Salisu, Afees A.
11
Bouri, Elie
9
Ҫepni, Oğuzhan
7
Karmakar, Sayar
6
Cepni, Oguzhan
5
Ogbonna, Ahamuefula Ephraim
5
Foglia, Matteo
3
Ji, Qiang
3
Nielsen, Joshua
3
Plakandaras, Vasilios
3
Gabauer, David
2
Liao, Wenting
2
Liu, Ruipeng
2
Segnon, Mawuli
2
Sheng, Xin
2
Van Eyden, Reneé
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Candila, Vincenzo
1
Caraiani, Petre
1
Cuñado Eizaguirre, Juncal
1
Das, Sonali
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Fang, Libing
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Gallo, Giampiero M.
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Gillas, Konstantinos Gkillas
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Hall, Savanah
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Ivashchenko, Sergey
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Kim, Woo Joong
1
Konstantatos, Christoforos
1
Kunene, Desiree M.
1
Li, Haohua
1
Liphadzi, Asingamaanda
1
Luo, Jiawen
1
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Department of Economics working paper series
Energy economics
31
Finance research letters
13
SFB 649 discussion paper
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of forecasting
6
Discussion papers of interdisciplinary research project 373
5
Annals of financial economics
4
Applied economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
International journal of finance & economics : IJFE
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Finmap working paper
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Economics and Business Letters : EBL
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International journal of forecasting
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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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International review of financial analysis
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Journal of financial markets
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Journal of multinational financial management
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Journal of risk and financial management : JRFM
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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Working papers / University of Connecticut, Department of Economics
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Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
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:
3
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:
4
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
5
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
6
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:
7
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:
8
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
9
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:
10
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
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