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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~language:"bos"
~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Miceli, Thomas J."
~subject:"Estimation"
~subject:"Inflation"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Rezension"
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Estimation
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Oil price
19
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19
Forecasting model
18
Prognoseverfahren
18
Volatility
16
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16
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Miceli, Thomas J.
Hammoudeh, Shawkat
28
Tiwari, Aviral Kumar
27
Lee, Chien-chiang
25
Shahbaz, Muhammad
25
Smyth, Russell
25
Wang, Yudong
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Uddin, Mohammed Gazi Salah
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Ang, Beng-wah
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Apergēs, Nikolaos
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Arouri, Mohamed
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Clarke, Leon
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Shahzad, Syed Jawad Hussain
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Sueyoshi, Toshiyuki
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Bouri, Elie
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Chang, Chun Ping
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Chevallier, Julien
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Zhou, Peng
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Afonso, Oscar
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Roubaud, David
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Sadorsky, Perry A.
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Filis, George
10
Liddle, Brantley
10
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Economic modelling
Energy economics
The journal of portfolio management : a publication of Institutional Investor
Applied economics
31
Finance research letters
28
International review of law and economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
The handbook of fixed income securities
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Valuation, financial modeling, and quantitative tools
15
European economic review : EER
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Economics letters
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International review of economics & finance : IREF
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Journal of forecasting
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Investment management and financial management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of real estate finance and economics
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Applied economics letters
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International review of financial analysis
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European journal of law and economics
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Papers and proceedings of the ... annual congress of the European Economic Association
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Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
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The journal of portfolio management : JPM
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Computational economics
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of the European Economic Association
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The quarterly journal of economics
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Journal of banking & finance
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The European journal of finance
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The journal of fixed income
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The journal of legal studies
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The review of economic studies
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Defence and peace economics
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Journal of economic behavior & organization : JEBO
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Journal of economic growth
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
4
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:
5
The impact of macroeconomic factors on income inequality : evidence from the BRICS
Berisha, Edmond
;
Gupta, Rangan
;
Meszaros, John
- In:
Economic modelling
91
(
2020
),
pp. 559-567
Persistent link: https://www.econbiz.de/10012429134
Saved in:
6
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:
7
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:
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
Special issue: Multi-asset strategies
Fabozzi, Frank J.
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012016852
Saved in:
10
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
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