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~language:"eng"
~language:"nld"
~language:"und"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~subject:"Developing countries"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Developing countries
Volatility
Estimation
126
Schätzung
126
Forecasting model
125
Prognoseverfahren
125
USA
95
United States
95
Börsenkurs
87
Capital income
87
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87
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87
Volatilität
87
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85
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85
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58
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51
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Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
155
Bahmani-Oskooee, Mohsen
111
Gnangnon, Sèna Kimm
94
Bouri, Elie
93
Ma, Feng
90
McAleer, Michael
73
Hammoudeh, Shawkat
68
Tiwari, Aviral Kumar
63
Nunnenkamp, Peter
61
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
50
McMillan, David G.
49
Xuan Vinh Vo
48
Wang, Yudong
46
Kumar, Dilip
45
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Andersen, Torben
40
Aizenman, Joshua
39
Lucey, Brian M.
39
Apergēs, Nikolaos
38
Demirer, Rıza
38
Hegerty, Scott W.
38
Serletis, Apostolos
38
Wei, Yu
38
Bird, Graham R.
37
Liang, Chao
37
Yoon, Seong-min
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Ji, Qiang
35
Roubaud, David
35
Todorov, Viktor
34
Brooks, Robert
33
Hamori, Shigeyuki
33
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
International review of economics & finance : IREF
6
Finance research letters
5
The European journal of finance
5
Journal of international money and finance
4
Applied economics letters
3
Journal of international financial markets, institutions & money
3
Journal of economics & business
2
Journal of financial markets
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Research in international business and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Applied economics
1
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1
Applied financial economics letters
1
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1
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1
Economic systems
1
Economics and Business Letters : EBL
1
Financial innovation : FIN
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Indian economic review : official journal of Delhi School of Economics
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of central banking theory and practice
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Open economies review
1
Review of quantitative finance and accounting
1
The Chinese economy
1
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ECONIS (ZBW)
88
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
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:
3
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
4
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
Saved in:
10
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
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