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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of public economics"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Filis, George"
~person:"Gupta, Rangan"
~person:"Hahn, Jinyong"
~person:"Kumbhakar, Subal"
~person:"Sadorsky, Perry A."
~person:"Shahbaz, Muhammad"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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Nichtparametrisches Verfahren
Volatilität
Welt
Oil price
52
Ölpreis
52
World
38
Volatility
32
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
22
Estimation theory
19
Schätztheorie
19
Energiekonsum
18
Energy consumption
18
USA
18
United States
18
Forecasting model
17
Prognoseverfahren
17
Theorie
17
Theory
17
Greenhouse gas emissions
16
Treibhausgas-Emissionen
16
Risiko
15
Risk
15
Capital income
14
Economic growth
14
Kapitaleinkommen
14
VAR model
14
VAR-Modell
14
Wirtschaftswachstum
14
Cointegration
12
Kointegration
12
ARCH model
11
ARCH-Modell
11
Oil prices
11
Spillover effect
11
Spillover-Effekt
11
China
10
Nonparametric statistics
10
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Undetermined
48
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Article in journal
67
Aufsatz in Zeitschrift
67
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English
Author
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Filis, George
Gupta, Rangan
Hahn, Jinyong
Kumbhakar, Subal
Sadorsky, Perry A.
Shahbaz, Muhammad
Hammoudeh, Shawkat
31
Tiwari, Aviral Kumar
23
Ji, Qiang
21
Ma, Feng
21
Wang, Yudong
20
Smyth, Russell
19
Demirer, Rıza
16
Uddin, Mohammed Gazi Salah
16
Bouri, Elie
15
Lee, Chien-chiang
14
Apergēs, Nikolaos
13
Lucey, Brian M.
13
Wang, Shouyang
12
Yoon, Seong-min
12
Chevallier, Julien
11
Kang, Sang Hoon
11
Shahzad, Syed Jawad Hussain
11
Clarke, Leon
10
Fan, Ying
10
Lin, Boqiang
10
Serletis, Apostolos
10
Wei, Yu
10
Do, Hung Xuan
9
Dreher, Axel
9
Naeem, Muhammad Abubakr
9
Reinhart, Carmen M.
9
Roubaud, David
9
Wen, Fenghua
9
Yin, Libo
9
Zhang, Dayong
9
Batten, Jonathan A.
8
Corbet, Shaen
8
Dong, Kangyin
8
Mensi, Walid
8
Wu, Chongfeng
8
Zhang, Yaojie
8
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Economics letters
Energy economics
Journal of public economics
The American economic review
Finance research letters
22
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
11
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economic modelling
9
International journal of finance & economics : IJFE
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International review of financial analysis
8
Research in international business and finance
8
Journal of forecasting
7
Journal of econometrics
6
Journal of international financial markets, institutions & money
6
The European journal of finance
6
Applied economics letters
5
European journal of operational research : EJOR
5
The energy journal
5
Annals of financial economics
4
Defence and peace economics
4
Global finance journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
4
Technological forecasting & social change : an international journal
4
Applied financial economics
3
Econometric reviews
3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
Global business review
3
International journal of forecasting
3
Journal of emerging market finance
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The journal of developing areas
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics and Business Letters : EBL
2
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ECONIS (ZBW)
67
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
How do energy price shocks affect global economic stability? : Reflection on geopolitical conflicts
Zhao, Jun
;
Wang, Bo
;
Dong, Kangyin
;
Shahbaz, Muhammad
; …
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014483549
Saved in:
3
The influence function of semiparametric two-step estimators with estimated control variables
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
;
Shi, Ruoyao
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460684
Saved in:
4
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
5
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:
6
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:
7
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:
8
Is green growth affected by financial risks? : new global evidence from asymmetric and heterogeneous analysis
Zhao, Jun
;
Dong, Kangyin
;
Dong, Xiucheng
;
Shahbaz, Muhammad
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540495
Saved in:
9
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
10
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
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