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~isPartOf:"Finance research letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Forecasting model
Risikomaß
Volatility
938
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338
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Gupta, Rangan
13
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8
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7
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5
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Finance research letters
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
177
International journal of forecasting
131
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121
International review of financial analysis
87
Economic modelling
73
International review of economics & finance : IREF
71
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66
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
3
Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
Saved in:
4
Extreme downside risk transmission between green cryptocurrencies and energy markets : the diversification benefits
Naeem, Muhammad Abubakr
;
Nguyen Thi Thu Ha
;
Sitara Karim
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014580518
Saved in:
5
Risk quantification and validation for green energy markets : new insight from a credibility theory approach
Syuhada, Khreshna
;
Hakim, Arief
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014530904
Saved in:
6
Revisiting the price effect in US stocks
Geertsema, Paul
;
Lu, Helen
- In:
Finance research letters
30
(
2019
),
pp. 139-144
Persistent link: https://www.econbiz.de/10012420322
Saved in:
7
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
8
A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
9
Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim
- In:
Finance research letters
6
(
2009
)
3
,
pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
Saved in:
10
A note on the predictability of excess bond returns and regime shifts
Zhu, Xiaoneng
- In:
Finance research letters
8
(
2011
)
2
,
pp. 101-109
Persistent link: https://www.econbiz.de/10009301292
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