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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of public economics"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Hahn, Jinyong"
~person:"Kumbhakar, Subal"
~person:"McAleer, Michael"
~person:"Sadorsky, Perry A."
~person:"Shahbaz, Muhammad"
~subject:"Volatilität"
~type:"article"
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Volatilität
Oil price
45
Ölpreis
45
Welt
32
World
32
Volatility
31
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
22
Estimation theory
21
Schätztheorie
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Theorie
20
Theory
20
USA
20
United States
20
Energiekonsum
18
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Capital income
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Forecasting model
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Prognoseverfahren
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Risiko
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ARCH-Modell
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VAR-Modell
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Time series analysis
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Zeitreihenanalyse
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China
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Commodity derivative
10
Nichtparametrisches Verfahren
10
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10
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31
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31
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English
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Gupta, Rangan
Hahn, Jinyong
Kumbhakar, Subal
McAleer, Michael
Sadorsky, Perry A.
Shahbaz, Muhammad
Ma, Feng
20
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
14
Wang, Yudong
14
Demirer, Rıza
12
Ji, Qiang
11
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Lucey, Brian M.
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Yin, Libo
8
Chevallier, Julien
7
Lin, Boqiang
7
Mensi, Walid
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Filis, George
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Bing
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Chang, Chia-Lin
5
Corbet, Shaen
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
Liang, Chao
5
Liu, Bing-Yue
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Serletis, Apostolos
5
Sitara Karim
5
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Economics letters
Energy economics
Journal of public economics
The American economic review
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
13
Econometric reviews
12
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
Journal of econometrics
9
Applied economics
7
Journal of risk and financial management : JRFM
7
Applied economics letters
5
Economic modelling
5
Journal of forecasting
5
Research in international business and finance
5
Annals of financial economics
4
International journal of finance & economics : IJFE
4
The European journal of finance
4
Applied financial economics
3
Defence and peace economics
3
Econometrics : open access journal
3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
International journal of forecasting
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Computational economics
2
Economics and Business Letters : EBL
2
Global business review
2
Global finance journal
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
International review of financial analysis
2
Journal of economic surveys
2
Journal of financial markets
2
OPEC energy review
2
Risks : open access journal
2
Structural change and economic dynamics : SC+ED
2
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ECONIS (ZBW)
31
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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
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:
8
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:
9
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:
10
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:
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