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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:"Shahbaz, Muhammad"
~subject:"Volatilität"
~type:"article"
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Volatilität
Oil price
39
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39
Welt
30
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Volatility
27
Estimation
23
Schätzung
23
Estimation theory
18
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Filis, George
Gupta, Rangan
Hahn, Jinyong
Kumbhakar, Subal
Shahbaz, Muhammad
Ma, Feng
20
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
18
Bouri, Elie
14
Wang, Yudong
14
Demirer, Rıza
12
Ji, Qiang
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Uddin, Mohammed Gazi Salah
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Wei, Yu
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Yoon, Seong-min
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Lucey, Brian M.
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Wen, Fenghua
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Yin, Libo
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Chevallier, Julien
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Dai, Zhifeng
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Do, Hung Xuan
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Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Gong, Xu
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Roubaud, David
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Todorova, Neda
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Wohar, Mark E.
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Zhang, Bing
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Zhang, Yaojie
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Chang, Chia-Lin
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Hasanov, Akram Shavkatovich
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Liang, Chao
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Liu, Bing-Yue
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McAleer, Michael
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Naeem, Muhammad Abubakr
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Economics letters
Energy economics
Journal of public economics
The American economic review
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics
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Applied economics letters
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International review of financial analysis
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Research in international business and finance
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International journal of finance & economics : IJFE
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Global finance journal
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Economics and Business Letters : EBL
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Global business review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international money and finance
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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Atlantic economic journal : AEJ
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
27
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1
Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shoc...
Shahbaz, Muhammad
;
Sheikh, Umaid A.
;
Tabash, Mosab I.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015046920
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
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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:
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