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Monetary policy analysis in real-time: Vintage combination from a real-time dataset

Altavilla, Carlo; Ciccarelli, Matteo - 2011

matrix and averages model estimates across all data releases. Using standard forecasting and policy models to analyze … monetary authorities' reaction functions, we show that this simple method can improve forecasting performance and provide …

Persistent link: https://www.econbiz.de/10010274753

A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

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Forecasting realized gold volatility : is there a role of geopolitical risks?

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438328

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6

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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; … - In: Finance research letters 58 (2023) 3, pp. 1-9

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Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data

Salisu, Afees A.; Pierdzioch, Christian; Gupta, Rangan - In: Finance research letters 46 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013341577