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~language:"ara"
~language:"deu"
~language:"eng"
~language:"spa"
~language:"tur"
~language:"ukr"
~person:"Pierdzioch, Christian"
~subject:"Estimation"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Oil price"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Estimation
KMU
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Oil price
Volatilität
Forecasting model
88
Prognoseverfahren
88
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59
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59
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53
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48
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Pierdzioch, Christian
Gupta, Rangan
321
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200
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151
Tiwari, Aviral Kumar
149
Belke, Ansgar
131
Caporale, Guglielmo Maria
126
Wohar, Mark E.
123
Hammoudeh, Shawkat
122
Apergēs, Nikolaos
121
Bouri, Elie
110
Narayan, Paresh Kumar
107
Ma, Feng
104
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103
Serletis, Apostolos
95
Hsing, Yu
94
McAleer, Michael
93
McMillan, David G.
85
Lee, Chien-chiang
84
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82
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80
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78
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76
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76
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75
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73
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70
Salisu, Afees A.
70
Haan, Jakob de
69
Hamori, Shigeyuki
69
Jawadi, Fredj
66
Lucey, Brian M.
66
Siklos, Pierre L.
65
Su, Chi-Wei
65
Zhang, Yaojie
62
Hayo, Bernd
61
Kraus, Sascha
61
Moosa, Imad A.
61
Demirer, Rıza
60
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Finance research letters
8
Applied economics letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economics letters
4
Energy economics
4
The European journal of finance
4
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
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3
International economics and economic policy : IEEP
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Kredit und Kapital
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European journal of political economy
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Financial innovation : FIN
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ECONIS (ZBW)
102
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
4
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
5
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
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