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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Oil price"
~type_genre:"Article in journal"
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Forecasting model
Oil price
Prognoseverfahren
189
Estimation
174
Schätzung
174
Volatility
154
Volatilität
154
USA
126
United States
126
Capital income
120
Kapitaleinkommen
120
Börsenkurs
118
Share price
118
South Africa
103
Südafrika
103
Theorie
94
Theory
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93
Risk
93
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87
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87
Welt
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Time series analysis
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VAR model
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57
Monetary policy
54
Geldpolitik
53
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53
Schock
48
Shock
48
Economic growth
46
Wirtschaftswachstum
46
ARCH model
42
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227
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Non-commercial literature
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English
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Gupta, Rangan
Ma, Feng
104
Pierdzioch, Christian
86
Wang, Yudong
76
Clements, Michael P.
72
Hammoudeh, Shawkat
70
Franses, Philip Hans
65
Baghestani, Hamid
61
Zhang, Yaojie
61
Fildes, Robert
57
Kilian, Lutz
56
Wohar, Mark E.
56
Timmermann, Allan
55
McMillan, David G.
54
Narayan, Paresh Kumar
53
Marcellino, Massimiliano
52
Bouri, Elie
51
Salisu, Afees A.
51
Wang, Shouyang
51
Stekler, Herman O.
46
Petropoulos, Fotios
43
Zaremba, Adam
42
Balcilar, Mehmet
41
Liang, Chao
41
Ruelke, Jan-Christoph
41
Tiwari, Aviral Kumar
41
Goodwin, Paul
40
Ji, Qiang
40
Nikolopoulos, Konstantinos
40
Song, Haiyan
39
Hyndman, Rob J.
38
Hendry, David F.
37
Swanson, Norman R.
36
Taylor, James W.
36
Wei, Yu
36
Diebold, Francis X.
35
Mensi, Walid
35
Bratu, Mihaela
34
Degiannakis, Stavros
34
Demirer, Rıza
34
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Energy economics
18
Applied economics
15
Journal of forecasting
15
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economic modelling
8
International review of economics & finance : IREF
8
Applied economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
The South African journal of economics
5
Annals of financial economics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
International review of financial analysis
4
Research in international business and finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The journal of real estate finance and economics
4
Computational economics
3
Economia internazionale
3
Financial innovation : FIN
3
International journal of forecasting
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Global finance journal
2
Journal of economic studies
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of developing areas
2
African development review
1
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ECONIS (ZBW)
227
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
4
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
5
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
6
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:
7
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:
8
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:
9
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:
10
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
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