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person:"Kapetanios, George"
~isPartOf:"Energy economics"
~person:"Gupta, Rangan"
~person:"Lütkepohl, Helmut"
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Time series analysis
7
Zeitreihenanalyse
7
Oil price
5
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5
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4
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4
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Kapetanios, George
Gupta, Rangan
Lütkepohl, Helmut
Weron, Rafał
7
Wang, Yudong
6
Benth, Fred Espen
5
Gil-Alaña, Luis A.
4
Liu, Li
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Smyth, Russell
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Wohar, Mark E.
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Hammoudeh, Shawkat
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Nowotarski, Jakub
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He, Changli
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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International journal of forecasting
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric theory
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SFB 649 discussion paper
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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DIW Berlin Discussion Paper
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1
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
2
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
3
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
4
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
62
(
2017
),
pp. 181-186
Persistent link: https://www.econbiz.de/10011748082
Saved in:
5
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
6
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
7
Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Energy economics
45
(
2014
),
pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
Saved in:
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