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~person:"Gupta, Rangan"
~person:"Ji, Qiang"
~subject:"ARCH model"
~subject:"Oil price"
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Search: subject:"risk"
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ARCH model
Oil price
Risiko
149
Risk
149
Volatility
96
Volatilität
96
Forecasting model
84
Prognoseverfahren
84
Estimation
74
Schätzung
74
Welt
58
World
58
Capital income
55
Kapitaleinkommen
55
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48
United States
48
Börsenkurs
44
Share price
44
Climate change
42
Klimawandel
42
Aktienmarkt
36
Stock market
36
Theorie
29
Theory
29
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28
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27
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27
ARCH-Modell
24
Forecast
23
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23
Prognose
23
Wirkungsanalyse
23
Risikoprämie
22
Risk premium
22
Uncertainty
22
VAR model
22
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22
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21
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21
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21
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Undetermined
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Non-commercial literature
13
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Conference paper
2
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2
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1
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1
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English
49
Author
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Gupta, Rangan
Ji, Qiang
McAleer, Michael
32
Hammoudeh, Shawkat
24
Paolella, Marc S.
19
Caporale, Guglielmo Maria
18
Bouri, Elie
15
Chang, Chia-Lin
15
Giot, Pierre
15
Tiwari, Aviral Kumar
15
Chlebus, Marcin
14
Christoffersen, Peter F.
13
Demirer, Rıza
13
Fountas, Stilianos
13
Karanasos, Menelaos
13
Mensi, Walid
13
Ardia, David
12
Serletis, Apostolos
12
Bollerslev, Tim
11
Chiang, Thomas C.
11
Conrad, Christian
11
Dijk, Herman K. van
11
Huang, Zhuo
11
Mittnik, Stefan
11
Yin, Libo
11
Balcilar, Mehmet
10
Degiannakis, Stavros
10
Diebold, Francis X.
10
Floros, Christos
10
Francq, Christian
10
Kang, Sang Hoon
10
Kang, Wensheng
10
Kilian, Lutz
10
Pierdzioch, Christian
10
Shahzad, Syed Jawad Hussain
10
Tai, Chu-sheng
10
Engle, Robert F.
9
Fabozzi, Frank J.
9
Laurent, Sébastien
9
Lönnbark, Carl
9
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Department of Economics working paper series
11
Energy economics
7
Applied economics letters
3
Defence and peace economics
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers / University of Connecticut, Department of Economics
2
Annals of financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economia internazionale
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
OPEC energy review
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
1
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ECONIS (ZBW)
49
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1
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49
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date (oldest first)
1
Extreme
risk
spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
Saved in:
2
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:
3
Modelling dynamic dependence and
risk
spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
4
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
5
Time-varying
risk
aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
6
Risk
dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
7
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
8
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:
9
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:
10
Dynamic return-volatility dependence and
risk
measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
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