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~isPartOf:"Energy economics"
~isPartOf:"The European journal of finance"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~subject:"Estimation"
~subject:"Inflation"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Estimation
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Welt
Oil price
19
Ölpreis
19
Volatility
16
Volatilität
16
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12
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12
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21
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Hammoudeh, Shawkat
29
Smyth, Russell
23
Wang, Yudong
23
Tiwari, Aviral Kumar
19
Ang, Beng-wah
18
Ji, Qiang
17
Lee, Chien-chiang
16
Shahbaz, Muhammad
16
Fan, Ying
15
Clarke, Leon
14
Sueyoshi, Toshiyuki
14
Uddin, Mohammed Gazi Salah
14
Ma, Feng
13
Wang, Shouyang
13
Apergēs, Nikolaos
12
Kang, Sang Hoon
12
Lin, Boqiang
12
Sadorsky, Perry A.
12
Shahzad, Syed Jawad Hussain
12
Bouri, Elie
11
Wohar, Mark E.
11
Zhou, Peng
11
Böhringer, Christoph
10
Weron, Rafał
10
Yoon, Seong-min
10
Benth, Fred Espen
9
Chevallier, Julien
9
Goto, Mika
9
Liddle, Brantley
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Liu, Li
9
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9
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9
Wei, Yi-Ming
9
Yin, Libo
9
Do, Hung Xuan
8
Dunis, Christian
8
Filis, George
8
Lucey, Brian M.
8
Ren, Xiaohang
8
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Energy economics
The European journal of finance
Applied economics
34
Finance research letters
25
The North American journal of economics and finance : a journal of financial economics studies
21
International review of law and economics
17
European economic review : EER
16
Valuation, financial modeling, and quantitative tools
16
Investment management and financial management
15
The handbook of fixed income securities
15
Economics letters
14
The journal of portfolio management : a publication of Institutional Investor
14
Research in international business and finance
13
The journal of portfolio management : JPM
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
International review of economics & finance : IREF
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of economic dynamics & control
11
Journal of forecasting
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The journal of real estate finance and economics
10
Applied economics letters
9
Review of international economics
9
European journal of law and economics
8
International journal of theoretical and applied finance
8
International review of financial analysis
8
Journal of economic behavior & organization : JEBO
8
Papers and proceedings of the ... annual congress of the European Economic Association
8
Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
8
Computational economics
7
Economic modelling
7
Financial markets and instruments
7
International journal of finance & economics : IJFE
7
Journal of banking & finance
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of the European Economic Association
7
The journal of fixed income
7
The quarterly journal of economics
7
The Japanese economic review : the journal of the Japanese Economic Association
6
The journal of legal studies
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ECONIS (ZBW)
21
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21
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1
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:
2
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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
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:
6
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:
7
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:
8
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
9
Moments-based spillovers across gold and oil markets
Bonato, Matteo
;
Gupta, Rangan
;
Lau, Chi Keung
;
Wang, Shixuan
- In:
Energy economics
89
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
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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