Narrow search
Showing 1 - 10 of 231
Cover Image
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014505054
Cover Image
Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012668176
Cover Image
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014521267
Cover Image
Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - In: Financial innovation : FIN 10 (2024), pp. 1-17
This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...
Persistent link: https://www.econbiz.de/10014530244
Cover Image
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
Cover Image
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014576041
Cover Image
Energy efficiency of selected OECD countries : a slacks based model with undesirable outputs
Apergēs, Nikolaos; Aye, Goodness C.; Barros, Carlos Pestana - In: Energy economics 51 (2015), pp. 45-53
Persistent link: https://www.econbiz.de/10011564209
Cover Image
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - In: Economics letters 209 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Cover Image
"Ripple effects" and forecasting home prices in Los Angeles, Las Vegas, and Phoenix
Gupta, Rangan; Miller, Stephen M. - 2009
Persistent link: https://www.econbiz.de/10003867016
Cover Image
Forecasting the US real house price index : structural and non-structural models with and without fundamentals
Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - 2009
Persistent link: https://www.econbiz.de/10003949772