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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:"Sadorsky, Perry A."
~person:"Shahbaz, Muhammad"
~subject:"Volatilität"
~type:"article"
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Volatilität
Oil price
42
Ölpreis
42
Welt
32
World
32
Volatility
26
Estimation
23
Schätzung
23
Börsenkurs
21
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Gupta, Rangan
Hahn, Jinyong
Kumbhakar, Subal
Sadorsky, Perry A.
Shahbaz, Muhammad
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Wang, Yudong
14
Bouri, Elie
13
Demirer, Rıza
12
Ji, Qiang
11
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
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Shahzad, Syed Jawad Hussain
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Uddin, Mohammed Gazi Salah
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Wen, Fenghua
8
Yin, Libo
8
Chevallier, Julien
7
Lin, Boqiang
7
Lucey, Brian M.
7
Mensi, Walid
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Filis, George
6
Roubaud, David
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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
5
Corbet, Shaen
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Gong, Xu
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Hasanov, Akram Shavkatovich
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Lau, Chi Keung
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Liang, Chao
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Liu, Bing-Yue
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McAleer, Michael
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Nguyen, Duc Khuong
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Serletis, Apostolos
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Soytaş, Uǧur
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Todorova, Neda
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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
11
Finance research letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics
5
Applied economics letters
5
Economic modelling
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Journal of forecasting
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Research in international business and finance
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International journal of finance & economics : IJFE
4
The European journal of finance
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Annals of financial economics
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Defence and peace economics
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Economia internazionale
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Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
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Journal of economics and finance
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Economics and Business Letters : EBL
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Global business review
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of financial markets
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Journal of risk and financial management : JRFM
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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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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Computational economics
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Economic systems
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Economics, management and financial markets
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Emerging markets review
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ECONIS (ZBW)
26
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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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