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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Lucey, Brian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Estimation
Kapitaleinkommen
Liquiditätseffekt
Oil price
Schätzung
USA
Volatility
27
Volatilität
27
Börsenkurs
14
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14
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8
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7
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GARCH
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Großbritannien
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3
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Arbeitspapier
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19
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Hungarian
Author
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Lucey, Brian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Yin, Libo
6
Kang, Sang Hoon
5
Ma, Feng
5
Caporin, Massimiliano
4
Mensi, Walid
4
Pierdzioch, Christian
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Ap Gwilym, Owain
3
Bouri, Elie
3
Brooks, Robert
3
Chen, Jinyu
3
Chen, Wang
3
Copeland, Laurence S.
3
Grobys, Klaus
3
Hammoudeh, Shawkat
3
Han, Liyan
3
Koutmos, Gregory
3
Kumar, Dilip
3
Malik, Farooq
3
Suardi, Sandy
3
Todorova, Neda
3
Vivian, Andrew
3
Wang, Jiqian
3
Wang, Lu
3
Wang, Yudong
3
Wu, Chunchi
3
Yarovaya, Larisa
3
Al-Yahyaee, Khamis Hamed
2
Alsubaiei, Bader Jawid
2
Antonakakis, Nikolaos
2
Ardia, David
2
Balaban, Ercan
2
Balli, Faruk
2
Calice, Giovanni
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
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Economics letters
International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
37
Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
6
Research in international business and finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied economics
5
Applied financial economics
5
Journal of forecasting
4
Economic modelling
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Annals of financial economics
2
Defence and peace economics
2
Discussion paper series / IZA
2
Economia internazionale
2
Economics and Business Letters : EBL
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
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 economics and finance
2
Journal of financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of futures markets
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Working papers / University of Connecticut, Department of Economics
2
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ECONIS (ZBW)
19
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1
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10
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19
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date (oldest first)
1
Volatility
forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
2
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
The impacts of oil price
volatility
on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
5
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
The realized
volatility
of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
7
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
8
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
9
The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
The European journal of finance
26
(
2020
)
14
,
pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
Saved in:
10
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
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