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~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Matthies, Klaus"
~person:"Vespignani, Joaquin"
~subject:"Oil price"
~subject:"Volatility"
~subject:"World"
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Oil price
Volatility
World
Volatilität
217
Börsenkurs
214
Share price
214
Welt
157
Ölpreis
149
Forecasting model
143
Prognoseverfahren
143
Capital income
131
Kapitaleinkommen
131
Estimation
130
Schätzung
130
USA
130
United States
130
Aktienmarkt
114
Stock market
114
Immobilienpreis
105
Real estate price
105
Rohstoffpreis
75
Commodity price
73
ARCH model
66
ARCH-Modell
66
Risiko
61
Risk
61
Time series analysis
59
Zeitreihenanalyse
59
Schock
57
Shock
57
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57
VAR-Modell
57
Theorie
48
Theory
48
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46
Kausalanalyse
46
Impact assessment
42
South Africa
42
Südafrika
42
Wirkungsanalyse
42
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Free
154
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129
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Article
202
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156
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199
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199
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101
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101
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92
Arbeitspapier
91
Konferenzschrift
6
Market information
2
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2
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1
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1
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1
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Language
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English
324
German
23
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11
Author
All
Chang, Chia-Lin
Gupta, Rangan
Matthies, Klaus
Vespignani, Joaquin
Kilian, Lutz
249
McAleer, Michael
113
Caporale, Guglielmo Maria
88
Manera, Matteo
82
Hammoudeh, Shawkat
81
Baumeister, Christiane
79
Ma, Feng
75
Ratti, Ronald A.
75
Zhou, Xiaoqing
71
Bouri, Elie
59
Ji, Qiang
59
Mohaddes, Kamiar
59
Narayan, Paresh Kumar
58
Tiwari, Aviral Kumar
58
Anderson, Kym
57
Arezki, Rabah
56
Pierdzioch, Christian
55
Wang, Yudong
53
Lucey, Brian M.
51
Salisu, Afees A.
51
Wohar, Mark E.
51
Mignon, Valérie
49
Kang, Wensheng
48
Hamilton, James D.
45
Zaremba, Adam
44
Mensi, Walid
43
Serletis, Apostolos
43
Balcilar, Mehmet
42
Bjørnland, Hilde Christiane
42
Filis, George
42
Frankel, Jeffrey A.
42
Nguyen, Duc Khuong
42
Spagnolo, Nicola
42
Vigfusson, Robert J.
42
Arouri, Mohamed
40
Baffes, John
40
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Association of European Conjuncture Institutes / Working Group on Commodity Prices
6
Department of Economics and Finance, College of Business and Economics
3
Institute of Economic Research, Kyoto University
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
University of Canterbury / Dept. of Economics and Finance
2
Department of Economics, Faculty of Economic and Management Sciences
1
Tinbergen Instituut
1
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Department of Economics working paper series
35
Intereconomics : review of European economic policy
26
Energy economics
25
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
21
Econometric Institute research papers
14
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
12
The North American journal of economics and finance : a journal of financial economics studies
12
CAMA Working Paper
10
CAMA working paper series
9
Discussion paper / Tinbergen Institute
9
Working paper
9
Economics letters
7
International review of economics & finance : IREF
7
Applied economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
Globalization and Monetary Policy Institute Working Paper
5
The European journal of finance
5
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
HWWA-Report
4
International journal of finance & economics : IJFE
4
World commodity prices : report of the AIECE Working Group on Commodity Prices presented at the AIECE spring meeting
4
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Journal of economics and finance
3
Journal of forecasting
3
KIER Working Papers
3
Research in international business and finance
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working Papers in Economics
3
Documentos de Trabajo del ICAE
2
Financial innovation : FIN
2
Global finance journal
2
HWWA-Report : Forschungsarbeiten von Mitarbeitern des Hamburgischen Welt-Wirtschafts-Archivs (HWWA)
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
OPEC energy review
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ECONIS (ZBW)
345
RePEc
12
EconStor
1
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1
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:
2
Housing search activity and quantiles-based predictability of housing
price
movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
3
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil
price
uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
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:
6
Oil
price
returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
7
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
8
The heterogeneous impact of temperature growth on real house
price
returns across the US states
Van Eyden, Reneé
;
Ngene, Geoffrey
;
Çepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013341336
Saved in:
9
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
10
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:
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