Similar Search Results - EconBiz

Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Luo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013469716

Energy-related uncertainty and international stock market volatility

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293

Persistent link: https://www.econbiz.de/10014631538

Energy-related uncertainty and international stock market volatility

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108

Modelling volatility spillovers for bio-ethanol, sugarcane and corn

Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2016

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …

Persistent link: https://www.econbiz.de/10011441704

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach

Apergēs, Nikolaos; Bonato, Matteo; Gupta, Rangan; … - In: Defence and peace economics 29 (2018) 6, pp. 684-696

Persistent link: https://www.econbiz.de/10011957107

Shock and volatility spillovers among equity sectors of the gulf Arab stock markets

Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003780792

Modelling international tourist arrivals and volatility : an application to Taiwan

Chang, Chia-Lin; McAleer, Michael; Slottje, Daniel Jonathan - In: Quantifying consumer preferences, (pp. 299-315). 2009

Persistent link: https://www.econbiz.de/10003887985

VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds

Hakim, Abdul; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003908707

Modelling long memory volatility in agricultural commodity futures returns

Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003909568

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