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~language:"eng"
~person:"Pierdzioch, Christian"
~person:"Wohar, Mark E."
~subject:"Business cycle"
~subject:"Risk"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Business cycle
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Ölpreis
Estimation
126
Schätzung
126
Forecasting model
123
Prognoseverfahren
123
USA
95
United States
95
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87
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87
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87
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87
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85
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85
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84
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58
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Pierdzioch, Christian
Wohar, Mark E.
Gupta, Rangan
217
Gil-Alaña, Luis A.
186
Tiwari, Aviral Kumar
91
Phillips, Peter C. B.
87
Hammoudeh, Shawkat
86
Franses, Philip Hans
80
Caporale, Guglielmo Maria
75
Ma, Feng
63
Moosa, Imad A.
62
Taylor, Robert
60
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59
Kilian, Lutz
58
Bahmani-Oskooee, Mohsen
55
Lee, Chien-chiang
54
Leybourne, Stephen James
53
McAleer, Michael
53
Wang, Yudong
53
Balcilar, Mehmet
50
Ji, Qiang
50
Narayan, Paresh Kumar
48
Koopman, Siem Jan
46
Perron, Pierre
46
Viscusi, W. Kip
46
Chang, Tsangyao
45
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44
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43
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42
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41
Michelsen, Claus
40
Mills, Terence C.
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Wang, Shouyang
40
Bouri, Elie
38
Nguyen, Duc Khuong
38
Gollier, Christian
36
Kandil, Magda
36
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Energy economics
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6
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
3
International review of economics & finance : IREF
3
Journal of economics & business
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2
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German economic review
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International journal of forecasting
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Journal of international trade & economic development : an international and comparative review
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Journal of the Operational Research Society
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ECONIS (ZBW)
93
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93
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1
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:
2
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:
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
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:
5
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:
6
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:
7
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
Saved in:
8
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
9
Effectiveness of monetary policy under the high and low economic uncertainty states : evidence from the major Asian economies
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1741-1769
Persistent link: https://www.econbiz.de/10013440430
Saved in:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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