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~person:"Gupta, Rangan"
~person:"Li, Yan"
~subject:"Forecasting"
~subject:"Oil price"
~subject:"World"
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Measuring volatility with the...
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Forecasting
Oil price
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34
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34
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30
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30
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22
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Gupta, Rangan
Li, Yan
Ma, Feng
14
Pierdzioch, Christian
14
Chevallier, Julien
10
McAleer, Michael
8
Sévi, Benoît
8
Bollerslev, Tim
7
Nonejad, Nima
7
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6
Filis, George
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Gillas, Konstantinos Gkillas
6
Ji, Qiang
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Liang, Chao
6
Andersen, Torben G.
5
Diebold, Francis X.
5
Liao, Yin
5
Lyócsa, Štefan
5
Vega, Clara
5
Bonato, Matteo
4
Cesa-Bianchi, Ambrogio
4
Molnár, Peter
4
Patton, Andrew J.
4
Pesaran, M. Hashem
4
Rebucci, Alessandro
4
Scharth, Marcel
4
Todorova, Neda
4
Allen, David E.
3
Buncic, Daniel
3
Demirer, Rıza
3
Gong, Xu
3
Lu, Xinjie
3
Luo, Jiawen
3
Suleman, Muhammad Tahir
3
Wahab, M. I. M.
3
Wang, Jiqian
3
Zhang, Yaojie
3
Bannouh, Karim
2
Bentes, Sonia R.
2
Bordignon, Silvano
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Department of Economics working paper series
5
Finance research letters
3
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
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1
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ECONIS (ZBW)
21
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1
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
4
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
5
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
6
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
7
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
Persistent link: https://www.econbiz.de/10012805333
Saved in:
8
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
Saved in:
9
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
10
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
Saved in:
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