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~person:"Adedeji, Olumuyiwa S."
~person:"Al-Kandari, Ahmad M."
~person:"Al-Shayeb, Abdulrahman"
~person:"Alkahteeb, Tarek Tawfik"
~person:"Andersson, Per-Åke"
~person:"Azar, Samih Antoine"
~person:"Bonga-Bonga, Lumengo"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~subject:"Cointegration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"Wirkungsanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
South Africa
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116
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98
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Adedeji, Olumuyiwa S.
Al-Kandari, Ahmad M.
Al-Shayeb, Abdulrahman
Alkahteeb, Tarek Tawfik
Andersson, Per-Åke
Azar, Samih Antoine
Bonga-Bonga, Lumengo
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Bahmani-Oskooee, Mohsen
80
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73
Tiwari, Aviral Kumar
70
Hammoudeh, Shawkat
54
Caporale, Guglielmo Maria
51
Ma, Feng
50
Apergēs, Nikolaos
49
Chang, Tsangyao
46
Balcilar, Mehmet
40
Bouri, Elie
40
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40
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35
Lee, Chien-chiang
33
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33
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33
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29
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29
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Xuan Vinh Vo
28
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27
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27
McAleer, Michael
27
Salisu, Afees A.
26
Fedderke, Johannes W.
25
Payne, James E.
25
Belke, Ansgar
24
Demirer, Rıza
24
Pierdzioch, Christian
24
Wang, Yudong
24
Lucey, Brian M.
23
Jawadi, Fredj
22
Uddin, Mohammed Gazi Salah
22
Hsing, Yu
21
Phiri, Andrew
21
Serletis, Apostolos
21
Wei, Yu
21
Herzer, Dierk
20
Lin, Boqiang
20
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20
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14
The North American journal of economics and finance : a journal of financial economics studies
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11
International review of economics & finance : IREF
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1
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1
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International journal of business and economics
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ECONIS (ZBW)
196
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31
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
32
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:
33
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
34
Urbanization, oil price and pollution in Saudi Arabia
Mahmood, Haider
;
Alkahteeb, Tarek Tawfik
;
Al-Qahtani, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 477-482
Persistent link: https://www.econbiz.de/10012488598
Saved in:
35
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
36
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
37
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
38
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:
39
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
40
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
Saved in:
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