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The role of global economic co...
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Showing
1
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10
of
368,146
Sort
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date (newest first)
date (oldest first)
1
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:
2
Mixed-frequency forecasting of crude oil
volatility
based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
3
Oil price
volatility
predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
4
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
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
5
The importance of time‐varying
volatility
and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
6
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:
7
Forecasting
volatility
and co-
volatility
of crude oil and
gold
futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
Forecasting
volatility
and correlation between oil and
gold
prices using a novel multivariate GAS model
Chen, Rongda
;
Xu, Jianjun
- In:
Energy economics
78
(
2019
),
pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
Saved in:
9
Jumps and
gold
futures
volatility
prediction
Li, Xiaoqian
;
Ma, Xiaoqi
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014631150
Saved in:
10
Predicting
gold
volatility
: exploring the impact of extreme risk in the international commodity market
Tang, Yusui
;
Zhong, Juandan
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631292
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