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~person:"Bollerslev, Tim"
~person:"Bouri, Elie"
~person:"Pierdzioch, Christian"
~person:"Sharma, Susan Sunila"
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Search: subject:"predictability"
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Prognoseverfahren
37
Forecasting model
35
Predictability
27
Börsenkurs
25
Capital income
24
Kapitaleinkommen
24
Share price
21
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18
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16
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16
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15
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13
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10
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9
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7
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return predictability
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4
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Bollerslev, Tim
Bouri, Elie
Pierdzioch, Christian
Sharma, Susan Sunila
Zaremba, Adam
50
Narayan, Paresh Kumar
47
Gupta, Rangan
38
Guidolin, Massimo
31
McMillan, David G.
18
Westerlund, Joakim
18
Zhang, Yaojie
18
Salisu, Afees A.
17
Wang, Yudong
17
Cakici, Nusret
16
Long, Huaigang
16
Ma, Feng
16
Linton, Oliver
14
Nitschka, Thomas
14
Prokopczuk, Marcel
14
Engsted, Tom
13
Timmermann, Allan
13
Zhou, Guofu
13
Zhu, Xiaoneng
13
Hoffmann, Mathias
11
Kräussl, Roman
11
Maio, Paulo
11
Park, Cheolbeom
11
Potì, Valerio
11
Sarno, Lucio
11
Skiadopoulos, George
11
Stork, Philip
11
Wohar, Mark E.
11
Yin, Libo
11
Demirer, Rıza
10
Dinh Hoang Bach Phan
10
Pedersen, Thomas Q.
10
Wese Simen, Chardin
10
Bali, Turan G.
9
Bekaert, Geert
9
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9
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School of Economics and Management, University of Aarhus
6
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2
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ECONIS (ZBW)
39
RePEc
15
EconStor
4
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1
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
2
From climate risk to the returns and volatility of energy assets and green bonds : a
predictability
analysis under various conditions
Bouri, Elie
;
Rognone, Lavinia
;
Sokhanvar, Amin
;
Wang, …
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014475855
Saved in:
3
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
4
Intraday and overnight tail risks and return
predictability
in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
The role of palm oil price in Indonesia's aggregate demand
Sharma, Susan Sunila
- In:
Bulletin of monetary economics and banking
23
(
2020
)
2
,
pp. 161-178
Persistent link: https://www.econbiz.de/10012423169
Saved in:
6
Out-of-sample
predictability
of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
7
Technology shocks and stock returns : along-term perspective
Sharma, Susan Sunila
;
Narayan, Paresh Kumar
- In:
Journal of empirical finance
68
(
2022
),
pp. 67-83
Persistent link: https://www.econbiz.de/10013464438
Saved in:
8
Predictability
of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
9
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
10
Oil shocks and directional
predictability
of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
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