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~isPartOf:"Department of Economics working paper series"
~person:"Bouri, Elie"
~person:"Cepni, Oguzhan"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~person:"Van Eyden, Reneé"
~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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Search: subject_exact:"Volatility"
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Climate change
Germany
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Prognoseverfahren
Realized volatility
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Volatility
36
Volatilität
36
Forecasting model
26
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21
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21
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20
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20
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Stock market volatility
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forecasting
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Bouri, Elie
Cepni, Oguzhan
Demirer, Rıza
Härdle, Wolfgang
Pierdzioch, Christian
Tiwari, Aviral Kumar
Van Eyden, Reneé
Gupta, Rangan
45
Salisu, Afees A.
11
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Karmakar, Sayar
5
Ogbonna, Ahamuefula Ephraim
5
Ji, Qiang
3
Nielsen, Joshua
3
Plakandaras, Vasilios
3
Foglia, Matteo
2
Liao, Wenting
2
Liu, Ruipeng
2
Nel, Jacobus
2
Segnon, Mawuli
2
Sheng, Xin
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Caraiani, Petre
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Fang, Libing
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Hall, Savanah
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Ivashchenko, Sergey
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Ma, Jun
1
Majumdar, Anandamayee
1
Marfatia, Hardik A.
1
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Department of Economics working paper series
Energy economics
31
Finance research letters
12
SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
Journal of forecasting
7
Research in international business and finance
7
Kieler Arbeitspapiere
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International review of economics & finance : IREF
5
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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
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
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:
4
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:
5
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
6
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:
7
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
; …
-
2023
Persistent link: https://www.econbiz.de/10014317435
Saved in:
8
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:
9
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
10
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
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