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~language:"deu"
~language:"eng"
~person:"Pierdzioch, Christian"
~source:"econis"
~subject:"Volatility"
~subject:"Westliche Staaten"
~type_genre:"Article in journal"
~type_genre:"Länderbericht"
~type_genre:"Marktinformation"
~type_genre:"Research Report"
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Volatility
Westliche Staaten
Welt
23
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23
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14
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13
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13
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12
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12
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8
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Pierdzioch, Christian
Gupta, Rangan
47
Bouri, Elie
42
Ma, Feng
26
Hammoudeh, Shawkat
21
Tiwari, Aviral Kumar
21
Wang, Yudong
20
Kang, Sang Hoon
19
Wei, Yu
18
Ji, Qiang
17
Mensi, Walid
16
Salisu, Afees A.
16
Xuan Vinh Vo
16
Corbet, Shaen
15
Liang, Chao
15
Lucey, Brian M.
15
Wohar, Mark E.
15
Zhang, Yaojie
15
Daim, Tugrul U.
14
Yin, Libo
14
Sandler, Todd
13
Shahzad, Syed Jawad Hussain
13
Balcilar, Mehmet
12
Bolz, Klaus
12
Demirer, Rıza
12
Roubaud, David
12
Filis, George
11
Lin, Boqiang
11
Bogers, Marcel L. A. M.
10
Gillas, Konstantinos Gkillas
10
Lau, Chi Keung
10
Umar, Zaghum
10
Verganti, Roberto
10
Cammarano, Antonello
9
Guesmi, Khaled
9
Meissner, Dirk
9
Michailova, Snejina
9
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9
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9
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9
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Finance research letters
3
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1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Energy economics
1
International economics and economic policy : IEEP
1
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1
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1
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1
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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 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:
3
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:
4
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
5
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
6
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
7
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
8
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
9
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
10
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
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