Similar Search Results

The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601

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

Spillovers in higher-order moments of crude oil, gold, and bitcoin

Gillas, Konstantinos Gkillas; Bouri, Elie; Gupta, Rangan; … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 398-406

Persistent link: https://www.econbiz.de/10013335879

Optimal hedge ratios for clean energy equities

Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295

Persistent link: https://www.econbiz.de/10012100422

Uncertainty and crude oil returns

Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 55 (2016), pp. 92-100

Persistent link: https://www.econbiz.de/10011663129

Oil speculation and herding behavior in emerging stock markets

Cakan, Esin; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Journal of economics and finance 43 (2019) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10012170983

On the dynamic dependence and investment performance of crude oil and clean energy stocks

Ahmad, Wasim - In: Research in international business and finance 42 (2017), pp. 376-389

Persistent link: https://www.econbiz.de/10011750303

An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets

Sehgal, Sanjay; Berlia, Neha; Ahmad, Wasim - In: International journal of economics and finance 5 (2013) 5, pp. 15-34

Persistent link: https://www.econbiz.de/10009746946

Forecasting oil and gold volatilities with sentiment indicators under structural breaks

Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013201953