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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Shock"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Oil price
Schätzung
Shock
Forecasting model
121
Prognoseverfahren
121
Estimation
99
Theorie
91
Theory
91
Volatility
78
Volatilität
78
Börsenkurs
63
Share price
63
Forecast
56
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56
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55
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55
Deutschland
50
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50
USA
48
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48
Forecasting
46
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42
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40
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39
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39
Geldpolitik
34
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34
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33
Neue Makroökonomik offener Volkswirtschaften
32
New open economy macroeconomics
32
Welt
32
World
32
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26
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25
Impact assessment
24
Offene Volkswirtschaft
24
Wirkungsanalyse
24
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23
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23
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20
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71
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71
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65
Graue Literatur
64
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1
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4
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Pierdzioch, Christian
Gupta, Rangan
318
Caporale, Guglielmo Maria
289
Gil-Alaña, Luis A.
270
Belke, Ansgar
240
Kilian, Lutz
226
Wagner, Joachim
185
McAleer, Michael
159
Bahmani-Oskooee, Mohsen
158
Pesaran, M. Hashem
148
Schneider, Friedrich
129
Narayan, Paresh Kumar
117
Buch, Claudia M.
114
Tiwari, Aviral Kumar
113
Herwartz, Helmut
108
Marcellino, Massimiliano
107
Wohar, Mark E.
107
Berg, Gerard J. van den
106
Egger, Peter
106
Chang, Tsangyao
101
Hammoudeh, Shawkat
101
Addison, John T.
97
Ours, Jan C. van
97
Schnabel, Claus
97
Dreger, Christian
96
Heckman, James J.
94
Mumtaz, Haroon
93
Nunnenkamp, Peter
93
Riphahn, Regina T.
92
Apergēs, Nikolaos
91
Rycx, François
91
Cheung, Yin-Wong
90
Afonso, António
89
Winter-Ebmer, Rudolf
88
Woessmann, Ludger
88
Blundell, Richard W.
87
Lechner, Michael
86
Bauer, Thomas K.
81
Görg, Holger
79
Härdle, Wolfgang
79
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Institut für Weltwirtschaft
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Kiel working paper
25
Kieler Arbeitspapiere
23
Department of Economics working paper series
7
Applied economics letters
6
Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
Energy economics
3
International economics and economic policy : IEEP
3
The European journal of finance
3
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
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2
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
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2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Swiss journal of economics and statistics
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics quarterly
1
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1
Applied financial economics letters
1
CESifo working papers
1
Economics letters
1
Economies : open access journal
1
European journal of political economy
1
Financial innovation : FIN
1
German economic review
1
International economic journal
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of financial markets
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
135
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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
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
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 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:
5
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:
6
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
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:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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