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~isPartOf:"Energy economics"
~language:"bos"
~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~source:"econis"
~subject:"Estimation"
~subject:"Inflation"
~subject:"Konjunktur"
~subject:"Nonparametric quantile causality"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Rezension"
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Estimation
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Nonparametric quantile causality
Theory
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Oil price
20
Ölpreis
20
Volatility
13
Volatilität
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Forecasting model
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18
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Hammoudeh, Shawkat
28
Smyth, Russell
24
Tiwari, Aviral Kumar
22
Wang, Yudong
21
Ji, Qiang
20
Ang, Beng-wah
18
Lee, Chien-chiang
18
Shahbaz, Muhammad
17
Fan, Ying
16
Uddin, Mohammed Gazi Salah
16
Wang, Shouyang
16
Clarke, Leon
14
Sueyoshi, Toshiyuki
14
Apergēs, Nikolaos
13
Ma, Feng
13
Shahzad, Syed Jawad Hussain
12
Bouri, Elie
11
Kang, Sang Hoon
11
Lin, Boqiang
11
Sadorsky, Perry A.
11
Yoon, Seong-min
11
Zhou, Peng
11
Böhringer, Christoph
10
Weron, Rafał
10
Yin, Libo
10
Benth, Fred Espen
9
Chevallier, Julien
9
Goto, Mika
9
Liddle, Brantley
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Narayan, Paresh Kumar
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Reilly, John M.
9
Ren, Xiaohang
9
Wei, Yi-Ming
9
Zhang, Dayong
9
Chang, Chun Ping
8
Demirer, Rıza
8
Roubaud, David
8
Su, Bin
8
Umar, Muhammad
8
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Energy economics
Applied economics
33
Finance research letters
29
The North American journal of economics and finance : a journal of financial economics studies
19
International review of law and economics
17
European economic review : EER
16
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
Economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International review of economics & finance : IREF
13
Research in international business and finance
13
Applied economics letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of forecasting
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Investment management and financial management
10
The journal of real estate finance and economics
10
International review of financial analysis
9
Journal of economic dynamics & control
9
Review of international economics
9
The journal of portfolio management : a publication of Institutional Investor
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European journal of law and economics
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Journal of economic behavior & organization : JEBO
8
Journal of the European Economic Association
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Papers and proceedings of the ... annual congress of the European Economic Association
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Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
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Computational economics
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International journal of finance & economics : IJFE
7
International journal of theoretical and applied finance
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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The journal of portfolio management : JPM
7
The quarterly journal of economics
7
Financial markets and instruments
6
Journal of banking & finance
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
The European journal of finance
6
The Japanese economic review : the journal of the Japanese Economic Association
6
The journal of fixed income
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ECONIS (ZBW)
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1
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
2
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:
3
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:
4
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:
5
OPEC news and jumps in the oil market
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Energy economics
96
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012817880
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
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