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~isPartOf:"Department of Economics working paper series"
~person:"Cepni, Oguzhan"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Ji, Qiang"
~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
Climate risks
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Prognoseverfahren
Realized volatility
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Ölpreis
Volatility
28
Volatilität
28
Forecasting model
23
Börsenkurs
16
Share price
16
Forecasting
15
Aktienmarkt
14
Capital income
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Kapitaleinkommen
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GARCH-MIDAS
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Theorie
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Theory
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Cepni, Oguzhan
Demirer, Rıza
Härdle, Wolfgang
Ji, Qiang
Nel, Jacobus
Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
50
Salisu, Afees A.
11
Bouri, Elie
9
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Karmakar, Sayar
6
Ogbonna, Ahamuefula Ephraim
5
Foglia, Matteo
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
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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
35
Finance research letters
13
SFB 649 discussion paper
9
Research in international business and finance
8
Journal of forecasting
7
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion papers of interdisciplinary research project 373
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
International review of economics & finance : IREF
4
International journal of finance & economics : IJFE
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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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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Brussels economic review
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Bundesbank Series 2 Discussion Paper
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Defence and peace economics
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Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ERF working papers series
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Economics and Business Letters : EBL
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial innovation : FIN
1
Financial management : FM
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Global finance journal
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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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
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:
6
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:
7
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
Saved in:
8
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:
9
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:
10
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
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