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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of public economics"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Ren, Xiaohang"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Smyth, Russell"
~person:"Zhang, Xibin"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Prognoseverfahren
Oil price
41
Ölpreis
41
Welt
35
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35
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30
Volatilität
30
Estimation
27
Schätzung
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Forecasting model
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Gupta, Rangan
Ren, Xiaohang
Shahzad, Syed Jawad Hussain
Smyth, Russell
Zhang, Xibin
Ma, Feng
27
Wang, Yudong
17
Zhang, Yaojie
16
Wang, Shouyang
10
Liu, Li
8
Wei, Yu
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Weron, Rafał
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Chevallier, Julien
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Dai, Zhifeng
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Balcilar, Mehmet
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Darné, Olivier
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Filis, George
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Lu, Xinjie
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Economic modelling
Energy economics
Journal of public economics
Finance research letters
17
Applied economics
15
Journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of financial analysis
6
International review of economics & finance : IREF
5
The South African journal of economics
5
Annals of financial economics
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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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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Applied financial economics
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Economics and Business Letters : EBL
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ECONIS (ZBW)
22
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1
Carbon prices forecasting in quantiles
Ren, Xiaohang
;
Duan, Kun
;
Tao, Lizhu
;
Shi, Yukun
;
Yan, Cheng
- In:
Energy economics
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202748
Saved in:
2
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:
3
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:
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
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:
6
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Energy economics
86
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
Saved in:
7
Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul
;
Shahzad, Syed Jawad Hussain
;
Ferrer, …
- In:
Energy economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
Saved in:
8
Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
; …
- In:
Economic modelling
69
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
Saved in:
9
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
10
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
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