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~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Causality analysis"
~subject:"Ölpreis"
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Causality analysis
Ölpreis
Forecasting model
218
Prognoseverfahren
218
Volatility
196
Volatilität
194
Estimation
172
Schätzung
172
United States
149
USA
147
Börsenkurs
123
Share price
123
Capital income
110
Kapitaleinkommen
110
Risiko
94
Risk
94
Stock market
94
Welt
93
World
93
Aktienmarkt
92
Oil price
85
Time series analysis
85
Zeitreihenanalyse
85
ARCH model
84
ARCH-Modell
84
Theorie
82
Theory
82
Forecasting
78
South Africa
77
Immobilienpreis
65
Real estate price
65
Inflation
59
VAR model
57
VAR-Modell
56
Kausalanalyse
54
Südafrika
53
Monetary policy
50
Economic growth
44
Cointegration
43
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41
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Article
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Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
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English
131
Author
All
Gupta, Rangan
Ma, Feng
Tiwari, Aviral Kumar
48
Hammoudeh, Shawkat
47
Narayan, Paresh Kumar
39
Balcilar, Mehmet
38
Smyth, Russell
36
Kilian, Lutz
33
Lechner, Michael
33
Chang, Tsangyao
32
Shahbaz, Muhammad
32
Lee, Chien-chiang
28
Wang, Yudong
28
Apergēs, Nikolaos
26
Ratti, Ronald A.
26
Manera, Matteo
24
Angrist, Joshua D.
23
Huber, Martin
23
Ji, Qiang
23
Miller, Stephen M.
23
Heckman, James J.
22
Mensi, Walid
22
Shahzad, Syed Jawad Hussain
22
Bouri, Elie
21
McAleer, Michael
20
Mohaddes, Kamiar
20
Sadorsky, Perry A.
20
Bjørnland, Hilde Christiane
19
Caporale, Guglielmo Maria
19
Wen, Fenghua
19
Hatemi-J, Abdulnasser
18
Salisu, Afees A.
18
Serletis, Apostolos
18
Su, Chi-Wei
18
Wohar, Mark E.
18
Zhu, Huiming
17
Demirer, Rıza
16
Kang, Sang Hoon
16
List, John A.
16
Pierdzioch, Christian
16
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Energy economics
37
Department of Economics working paper series
16
Working papers / University of Connecticut, Department of Economics
9
Applied economics letters
8
International review of economics & finance : IREF
8
International journal of finance & economics : IJFE
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Defence and peace economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economia internazionale
3
Economics letters
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied economics
2
Journal of economics and finance
2
Annals of financial economics
1
Economics & finance notes
1
Frontiers in Finance and Economics
1
International economics and economic policy : IEEP
1
Research in international business and finance
1
The journal of real estate finance and economics
1
Tourism economics : the business and finance of tourism and recreation
1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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ECONIS (ZBW)
131
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131
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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
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:
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
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
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
6
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
; …
-
2023
Persistent link: https://www.econbiz.de/10014317435
Saved in:
7
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:
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
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:
10
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:
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