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~language:"eng"
~person:"Gupta, Rangan"
~subject:"Oil price"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Oil price
Forecasting model
41
Prognoseverfahren
41
Estimation
38
Schätzung
38
USA
34
United States
34
Volatility
32
Volatilität
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10
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Gupta, Rangan
Mohaddes, Kamiar
11
Ratti, Ronald A.
10
Bjørnland, Hilde Christiane
9
McAleer, Michael
9
Farzanegan, Mohammad Reza
8
Chang, Chia-Lin
7
Vespignani, Joaquin L.
7
Ji, Qiang
6
Raissi, Mehdi
6
Sheng, Xin
6
Pesaran, M. Hashem
5
Vespignani, Joaquin
5
Bao Hoang Nguyen
4
Hammoudeh, Shawkat
4
Kang, Wensheng
4
Kilian, Lutz
4
Larsen, Vegard H.
4
Salisu, Afees A.
4
Wohltmann, Hans-Werner
4
Yin, Libo
4
Yücel, Mine Kuban
4
Aastveit, Knut Are
3
Aguiar-Conraria, Luís
3
Arora, Vipin
3
Brown, Stephen P. A.
3
Caporale, Guglielmo Maria
3
Cashin, Paul A.
3
Chen, Chi-chung
3
Cross, Jamie
3
Hsing, Yu
3
Kurozumi, Eiji
3
Maih, Junior
3
Meenagh, David
3
Minford, Patrick
3
Oyekola, Olayinka
3
Raghavan, Mala
3
Roengchai Tansuchat
3
Stadtmann, Georg
3
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3
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Energy economics
4
Department of Economics working paper series
3
Applied economics letters
1
International review of economics & finance : IREF
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
11
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11
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1
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:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
4
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Woo Joong
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012695792
Saved in:
5
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
6
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
7
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:
8
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:
9
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:
10
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
62
(
2017
),
pp. 181-186
Persistent link: https://www.econbiz.de/10011748082
Saved in:
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