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~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
USA
Volatility
Volatilität
Zeitreihenanalyse
Oil price
21
Ölpreis
21
Capital income
13
Forecasting model
13
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13
Prognoseverfahren
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Welt
11
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27
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Gupta, Rangan
Hammoudeh, Shawkat
33
Ma, Feng
27
Tiwari, Aviral Kumar
24
Bouri, Elie
19
Wang, Yudong
18
Ji, Qiang
15
Uddin, Mohammed Gazi Salah
15
Kang, Sang Hoon
14
Shahzad, Syed Jawad Hussain
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Wohar, Mark E.
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Gil-Alaña, Luis A.
12
Mensi, Walid
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Serletis, Apostolos
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Demirer, Rıza
11
Do, Hung Xuan
11
McAleer, Michael
11
Smyth, Russell
11
Wei, Yu
11
Wen, Fenghua
11
Yoon, Seong-min
11
Lien, Da-hsiang Donald
10
Yin, Libo
10
Liang, Chao
9
Nguyen, Duc Khuong
9
Sadorsky, Perry A.
9
Wu, Chunchi
9
Balcilar, Mehmet
8
Chevallier, Julien
8
Dai, Zhifeng
8
Filis, George
8
Lee, Chien-chiang
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Lin, Boqiang
8
Lucey, Brian M.
8
Naeem, Muhammad Abubakr
8
Sueyoshi, Toshiyuki
8
Wang, Jiqian
8
Abakah, Emmanuel Joel Aikins
7
Apergēs, Nikolaos
7
Arize, Augustine Chuck
7
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Energy economics
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Applied economics
22
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of forecasting
9
Economic modelling
8
Economics letters
8
Research in international business and finance
8
The journal of real estate finance and economics
7
International journal of finance & economics : IJFE
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Annals of financial economics
5
Journal of multinational financial management
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Computational economics
4
Defence and peace economics
4
Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Structural change and economic dynamics : SC+ED
4
The European journal of finance
4
Economics : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of risk and financial management : JRFM
3
OPEC energy review
3
The journal of developing areas
3
Applied financial economics
2
Economic research
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ECONIS (ZBW)
27
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1
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27
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date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
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:
3
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:
4
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:
5
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
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
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
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
Saved in:
9
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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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