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~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Gupta, Rangan"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Risk measure"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Degiannakis, Stavros
Floros, Christos
Gupta, Rangan
Wei, Yu
Yin, Libo
Yoon, Seong-min
McAleer, Michael
120
Caporale, Guglielmo Maria
96
Ma, Feng
81
Hammoudeh, Shawkat
59
Bouri, Elie
57
Chang, Chia-Lin
49
Bollerslev, Tim
47
Mensi, Walid
46
Gil-Alaña, Luis A.
44
Pierdzioch, Christian
44
Spagnolo, Nicola
44
Tiwari, Aviral Kumar
44
Kang, Sang Hoon
40
Koopman, Siem Jan
40
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38
Demirer, Rıza
37
Lux, Thomas
37
Wohar, Mark E.
37
Ji, Qiang
36
Salisu, Afees A.
36
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36
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35
Andersen, Torben
32
Härdle, Wolfgang
32
Bloom, Nicholas
31
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31
Diebold, Francis X.
31
Xuan Vinh Vo
31
Filis, George
30
Kumar, Dilip
29
Liang, Chao
29
Todorov, Viktor
29
Allen, David E.
28
McMillan, David G.
27
Asai, Manabu
26
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Department of Economics working paper series
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37
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ECONIS (ZBW)
309
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
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:
4
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
7
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
8
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:
9
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:
10
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
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