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~person:"Gupta, Rangan"
~person:"Kanbur, Ravi"
~subject:"Causality analysis"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Causality analysis
Zeitreihenanalyse
Ölpreis
Forecasting model
168
Prognoseverfahren
168
Estimation
156
Schätzung
156
Theorie
155
Theory
153
United States
152
USA
150
Volatility
145
Volatilität
143
Welt
116
World
116
Börsenkurs
103
Share price
103
Capital income
94
Kapitaleinkommen
94
South Africa
94
Risiko
89
Risk
89
Einkommensverteilung
86
Income distribution
86
Stock market
76
Aktienmarkt
74
Forecasting
73
Time series analysis
73
Poverty
68
Economic growth
66
Armut
65
Immobilienpreis
65
Real estate price
65
Südafrika
64
Wirtschaftswachstum
61
Inflation
59
Oil price
58
International Development
57
VAR model
57
VAR-Modell
56
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Undetermined
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54
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Article
109
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52
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Article in journal
110
Aufsatz in Zeitschrift
110
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
Working Paper
40
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English
161
Author
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Gupta, Rangan
Kanbur, Ravi
Gil-Alaña, Luis A.
168
Caporale, Guglielmo Maria
109
Phillips, Peter C. B.
83
Franses, Philip Hans
72
Tiwari, Aviral Kumar
70
McAleer, Michael
67
Teräsvirta, Timo
61
Kunst, Robert M.
60
Johansen, Søren
56
Chang, Tsangyao
55
Narayan, Paresh Kumar
53
Hammoudeh, Shawkat
51
Swanson, Norman R.
51
Balcilar, Mehmet
48
Kapetanios, George
44
Nielsen, Morten Ørregaard
44
Pesaran, M. Hashem
44
Smyth, Russell
44
Miller, Stephen M.
42
Kilian, Lutz
40
Granger, C. W. J.
38
Harvey, Andrew C.
36
Lechner, Michael
36
Shahbaz, Muhammad
35
Lee, Chien-chiang
34
Jusélius, Katarina
33
Serletis, Apostolos
33
Lux, Thomas
32
Ma, Feng
32
Hendry, David F.
31
Taylor, Robert
31
Apergēs, Nikolaos
30
Mills, Terence C.
30
Moosa, Imad A.
29
Haldrup, Niels
28
Hassler, Uwe
28
Manera, Matteo
28
Nielsen, Bent
28
Wang, Yudong
28
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Department of Economics working paper series
23
Energy economics
20
Applied economics
15
Working papers / University of Connecticut, Department of Economics
14
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
International review of economics & finance : IREF
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Defence and peace economics
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Computational economics
3
Economia internazionale
3
Economics letters
3
Applied financial economics
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of applied economics
2
Journal of economics and finance
2
The journal of real estate finance and economics
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Annals of financial economics
1
Applied Economics, 52(10) 2020
1
Cardiff economics working papers
1
Economic modelling
1
Economics & finance notes
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics working paper
1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Frontiers in Finance and Economics
1
International economics and economic policy : IEEP
1
International journal of production economics
1
Research in international business and finance
1
Tourism economics : the business and finance of tourism and recreation
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
1
Wine Economics and Policy
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ECONIS (ZBW)
161
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
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