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~person:"Pierdzioch, Christian"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Consumer behaviour
Konsumentenverhalten
Monetary policy
Volatility
Forecasting model
85
Prognoseverfahren
85
Theorie
56
Theory
56
Estimation
53
Schätzung
53
Volatilität
46
Forecast
38
Prognose
38
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35
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35
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33
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33
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31
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31
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27
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27
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27
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25
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25
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23
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22
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forecasting
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68
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67
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Graue Literatur
55
Non-commercial literature
55
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English
57
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Pierdzioch, Christian
Gupta, Rangan
194
Han, Heesup
113
Mattila, Anna S.
95
Belke, Ansgar
90
Bouri, Elie
88
Ma, Feng
88
Bahmani-Oskooee, Mohsen
82
Lusk, Jayson L.
74
McAleer, Michael
74
Gierl, Heribert
70
Phau, Ian
70
Hammoudeh, Shawkat
68
Khare, Arpita
68
Tiwari, Aviral Kumar
67
Wohar, Mark E.
63
Dwivedi, Yogesh Kumar
62
Grewal, Dhruv
60
Loureiro, Sandra Maria Correia
60
Nayga, Rodolfo M.
60
Siklos, Pierre L.
59
Jang, Soocheong
57
Apergēs, Nikolaos
56
Septianto, Felix
56
Serletis, Apostolos
55
Caporale, Guglielmo Maria
53
Kang, Sang Hoon
53
Paul, Justin
53
Arestis, Philip
52
Belk, Russell W.
52
Bollerslev, Tim
52
McMillan, David G.
52
Herrmann, Andreas
50
Xuan Vinh Vo
50
Goodhart, Charles A. E.
49
Haan, Jakob de
49
Ko, Eunju
49
Laroche, Michel
48
Mensi, Walid
48
Walsh, Gianfranco
48
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The North American journal of economics and finance : a journal of financial economics studies
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
Economics letters
3
International review of economics & finance : IREF
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
Applied economics letters
2
Energy economics
2
Finance research letters
2
German economic review
2
International economics and economic policy : IEEP
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Kredit und Kapital
2
Macroeconomic dynamics
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Financial innovation : FIN
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic journal
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Oxford economic papers
1
Research in international business and finance
1
Review of economics
1
Review of international economics
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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ECONIS (ZBW)
68
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1
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:
2
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
7
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
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