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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

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

Uncertainty and crude oil returns

Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - 2015

Persistent link: https://www.econbiz.de/10010504607

Uncertainty and Crude Oil Returns

Aloui, Riadh - 2016

We use a copula approach to investigate the effect of uncertainty on crude-oil returns. Using copulas to construct multivariate distributions of time-series data permit the calculation of the dependence structure between the series independently of the marginal distributions. Further, we...

Persistent link: https://www.econbiz.de/10013004425

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

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

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

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