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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:"VAR-Modell"
~subject:"Volatilität"
~type:"article"
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VAR-Modell
Volatilität
Oil price
52
Ölpreis
52
Welt
38
World
38
Volatility
32
Estimation
24
Schätzung
24
Börsenkurs
22
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10
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43
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43
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English
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Filis, George
Gupta, Rangan
Hahn, Jinyong
Kumbhakar, Subal
Sadorsky, Perry A.
Shahbaz, Muhammad
Hammoudeh, Shawkat
20
Ma, Feng
20
Tiwari, Aviral Kumar
18
Wang, Yudong
17
Bouri, Elie
14
Demirer, Rıza
13
Ji, Qiang
12
Uddin, Mohammed Gazi Salah
11
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
9
Wei, Yu
9
Yin, Libo
9
Yoon, Seong-min
9
Lucey, Brian M.
8
Wen, Fenghua
8
Wu, Chongfeng
8
Chevallier, Julien
7
Do, Hung Xuan
7
Lau, Chi Keung
7
Lin, Boqiang
7
Mensi, Walid
7
Serletis, Apostolos
7
Wohar, Mark E.
7
Dai, Zhifeng
6
Lee, Chien-chiang
6
Liu, Li
6
Nguyen, Duc Khuong
6
Roubaud, David
6
Zhang, Bing
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Chang, Chia-Lin
5
Chatziantoniou, Ioannis
5
Corbet, Shaen
5
Gabauer, David
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
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Economics letters
Energy economics
Journal of public economics
The American economic review
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
13
Economic modelling
10
International review of economics & finance : IREF
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics
9
Journal of forecasting
9
International review of financial analysis
7
Applied economics letters
6
Journal of international financial markets, institutions & money
6
Defence and peace economics
5
International journal of finance & economics : IJFE
5
Research in international business and finance
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Journal of emerging market finance
4
Journal of multinational financial management
4
The European journal of finance
4
The energy journal
4
Annals of financial economics
3
Applied financial economics
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 finance journal
3
International journal of forecasting
3
Journal of economics and finance
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The journal of real estate finance and economics
3
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global business review
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic studies
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
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ECONIS (ZBW)
43
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43
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1
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:
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
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:
6
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:
7
A closer look into the global determinants of oil price volatility
Chatziantoniou, Ioannis
;
Filippidis, Michail
;
Filis, George
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816544
Saved in:
8
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:
9
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
10
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan
;
Sun, Xiaojin
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504123
Saved in:
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