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~person:"Salisu, Afees A."
~subject:"Estimation theory"
~subject:"Nationaleinkommen"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Welt"
~subject:"World"
~subject:"Zeitreihenanalyse"
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Indian Economic Outlook 2008-0...
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Estimation theory
Nationaleinkommen
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VAR-Modell
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Forecasting model
16
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11
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11
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forecasting
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Monthly Oil Price and Energy Market Uncertainties
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Salisu, Afees A.
Gupta, Rangan
107
Pierdzioch, Christian
63
Marcellino, Massimiliano
41
Pesaran, M. Hashem
38
Sornette, Didier
30
Michelsen, Claus
29
Ravazzolo, Francesco
29
Clark, Todd E.
28
Koopman, Siem Jan
28
Carriero, Andrea
27
Kose, M. Ayhan
27
Petropoulos, Fotios
26
Engerer, Hella
24
Baldi, Guido
23
Kourentzes, Nikolaos
22
Dany-Knedlik, Geraldine
20
Koop, Gary
20
Junker, Simon
19
Kapetanios, George
19
Trebesch, Christoph
19
Cholodilin, Konstantin Arkadʹevič
18
Moosa, Imad A.
18
Buch, Claudia M.
17
Giannone, Domenico
17
Siliverstovs, Boriss
17
Herwartz, Helmut
16
Hyndman, Rob J.
16
Clemens, Marius
15
Medeiros, Marcelo C.
15
Mohaddes, Kamiar
15
Ohnsorge, Franziska
15
Ruelke, Jan-Christoph
15
Zimmermann, Klaus F.
15
Babai, M. Zied
14
Franses, Philip Hans
14
Gebauer, Stefan
14
Korobilis, Dimitris
14
McAleer, Michael
14
McMillan, David G.
14
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Department of Economics working paper series
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Global Research Unit working paper
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of economic studies
1
Journal of forecasting
1
The European journal of finance
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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1
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
2
Testing the
forecasting
power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
3
Forecasting
output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
4
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
5
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
Saved in:
6
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
7
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
8
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
9
,
pp. 2620-2636
Persistent link: https://www.econbiz.de/10013354984
Saved in:
9
Forecasting
stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
Climate risks and U.S. stock-market tail risk : a
forecasting
experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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