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~isPartOf:"Economia internazionale"
~isPartOf:"Energy economics"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Eita, Joel Hinaunye"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Jooste, Charl"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Market integration
South Africa
Volatilität
long memory
Ölpreis
Oil price
22
Volatility
16
Börsenkurs
10
Forecasting model
10
Prognoseverfahren
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29
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29
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Eita, Joel Hinaunye
Gil-Alana, Luis A.
Gupta, Rangan
Jooste, Charl
Hammoudeh, Shawkat
32
Tiwari, Aviral Kumar
25
Wang, Yudong
25
Ma, Feng
21
Ji, Qiang
19
Wang, Shouyang
17
Bouri, Elie
16
Sadorsky, Perry A.
15
Wen, Fenghua
13
Demirer, Rıza
12
Kang, Sang Hoon
12
Uddin, Mohammed Gazi Salah
12
Manera, Matteo
11
Shahzad, Syed Jawad Hussain
11
Yoon, Seong-min
11
Dai, Zhifeng
10
Fan, Ying
10
Filis, George
10
Lee, Chien-chiang
10
Naeem, Muhammad Abubakr
10
Shahbaz, Muhammad
10
Wei, Yu
10
Zhang, Dayong
10
Do, Hung Xuan
9
Kaufmann, Robert Kurt
9
Lin, Boqiang
9
Lucey, Brian M.
9
Ratti, Ronald A.
9
Reboredo, Juan Carlos
9
Roubaud, David
9
Smyth, Russell
9
Wu, Chongfeng
9
Yin, Libo
9
Batten, Jonathan A.
8
Chevallier, Julien
8
Liu, Li
8
Mensi, Walid
8
Mignon, Valérie
8
Nguyen, Duc Khuong
8
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Economia internazionale
Energy economics
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
The South African journal of economics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
International review of economics & finance : IREF
8
Economics letters
6
Defence and peace economics
5
Journal of economics and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International business and economics research journal
4
International journal of finance & economics : IJFE
4
Annals of financial economics
3
Applied financial economics
2
Economic modelling
2
Economics and Business Letters : EBL
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of business economics and management
2
Studies in economics and finance
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
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Contemporary economics
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1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International economics and economic policy : IEEP
1
International journal of economics and financial issues : IJEFI
1
International journal of production economics
1
Journal of applied economics
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Journal of behavioral and experimental economics
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Journal of housing economics
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Journal of international commerce, economics and policy
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Research in international business and finance
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The journal of real estate finance and economics
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The quarterly review of economics and finance
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ECONIS (ZBW)
29
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1
The effect of Transnet's capital expenditure and investment in various other selected sectors of the South African economy
Ngepah, Nicholas
;
Eita, Joel Hinaunye
;
Biyase, Mduduzi
; …
- In:
Economia internazionale
76
(
2023
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10014267124
Saved in:
2
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
4
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
5
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
6
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
7
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
8
Price and volatility linkages between international REITs and oil markets
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Gormus, Alper
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516750
Saved in:
9
Moments-based spillovers across gold and oil markets
Bonato, Matteo
;
Gupta, Rangan
;
Lau, Chi Keung
;
Wang, Shixuan
- In:
Energy economics
89
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
Saved in:
10
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
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