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~person:"Gupta, Rangan"
~person:"Kanbur, Ravi"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Zeitreihenanalyse
Ölpreis
Forecasting model
167
Prognoseverfahren
167
Estimation
155
Schätzung
155
Theorie
155
Theory
153
United States
152
USA
150
Volatility
144
Volatilität
142
Welt
115
World
115
Börsenkurs
102
Share price
102
South Africa
94
Capital income
93
Kapitaleinkommen
93
Risiko
88
Risk
88
Einkommensverteilung
86
Income distribution
86
Stock market
75
Aktienmarkt
73
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
Causality analysis
52
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Article
83
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84
Aufsatz in Zeitschrift
84
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
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English
122
Author
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Gupta, Rangan
Kanbur, Ravi
Gil-Alaña, Luis A.
168
Caporale, Guglielmo Maria
95
Phillips, Peter C. B.
76
Franses, Philip Hans
71
McAleer, Michael
63
Teräsvirta, Timo
61
Kunst, Robert M.
60
Johansen, Søren
56
Tiwari, Aviral Kumar
55
Swanson, Norman R.
46
Hammoudeh, Shawkat
44
Kapetanios, George
44
Nielsen, Morten Ørregaard
44
Pesaran, M. Hashem
44
Kilian, Lutz
40
Granger, C. W. J.
36
Harvey, Andrew C.
36
Jusélius, Katarina
33
Miller, Stephen M.
33
Lux, Thomas
32
Hendry, David F.
31
Ma, Feng
31
Taylor, Robert
31
Mills, Terence C.
30
Serletis, Apostolos
30
Moosa, Imad A.
29
Haldrup, Niels
28
Hassler, Uwe
28
Wang, Yudong
28
Chang, Tsangyao
27
Koop, Gary
27
Nielsen, Bent
27
Ratti, Ronald A.
27
Balcilar, Mehmet
26
Marcellino, Massimiliano
26
Ravazzolo, Francesco
26
Bjørnland, Hilde Christiane
25
Narayan, Paresh Kumar
25
Newbold, Paul
25
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Energy economics
20
Department of Economics working paper series
18
Applied economics
12
Working papers / University of Connecticut, Department of Economics
9
Applied economics letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
International journal of finance & economics : IJFE
4
Computational economics
3
Economia internazionale
3
Applied financial economics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economics and finance
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Applied Economics, 52(10) 2020
1
Cardiff economics working papers
1
Defence and peace economics
1
Economic modelling
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
International journal of production economics
1
Research in international business and finance
1
Wine Economics and Policy
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ECONIS (ZBW)
122
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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
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:
8
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:
9
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:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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