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~isPartOf:"Department of Economics working paper series"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Liao, Wenting"
~person:"Nel, Jacobus"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"Climate change"
~subject:"Climate risks"
~subject:"Germany"
~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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Oil price
Prognoseverfahren
Realized volatility
Risk
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World
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Volatility
23
Volatilität
22
Forecasting model
18
Forecasting
14
Börsenkurs
13
Share price
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Stock market
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Aktienmarkt
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Capital income
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Estimation
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Schätzung
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Klimawandel
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Forecast
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Prognose
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ARCH model
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ARCH-Modell
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Anlageverhalten
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Behavioural finance
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USA
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United States
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Stock market volatility
3
Bubbles
2
Business applications
2
Climate Risks
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Climate-related predictors
2
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Demirer, Rıza
Härdle, Wolfgang
Liao, Wenting
Nel, Jacobus
Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
43
Salisu, Afees A.
9
Bouri, Elie
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Cepni, Oguzhan
4
Karmakar, Sayar
4
Ji, Qiang
3
Nielsen, Joshua
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Foglia, Matteo
2
Gabauer, David
2
Liu, Ruipeng
2
Segnon, Mawuli
2
Sheng, Xin
2
Van Eyden, Reneé
2
Çepni, Oğuzhan
2
Balcilar, Mehmet
1
Caraiani, Petre
1
Cuñado Eizaguirre, Juncal
1
Das, Sonali
1
Fang, Libing
1
Gillas, Konstantinos Gkillas
1
Hall, Savanah
1
Ivashchenko, Sergey
1
Kim, Woo Joong
1
Konstantatos, Christoforos
1
Kunene, Desiree M.
1
Li, Haohua
1
Liphadzi, Asingamaanda
1
Luo, Jiawen
1
Ma, Feng
1
Ma, Jun
1
Marfatia, Hardik A.
1
Ozturk, Serda Selin
1
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Department of Economics working paper series
Energy economics
23
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
Finance research letters
7
Kieler Arbeitspapiere
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of forecasting
5
Research in international business and finance
4
International review of economics & finance : IREF
3
Kiel working paper
3
The European journal of finance
3
Applied economics
2
Applied quantitative finance
2
Computational economics
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Brussels economic review
1
Bundesbank Series 2 Discussion Paper
1
Defence and peace economics
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Deutsche Bundesbank
1
ERF working papers series
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging Markets Finance and Trade, 2015
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
German economic review
1
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ECONIS (ZBW)
21
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1
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:
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
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:
4
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:
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
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
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
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
9
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:
10
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
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