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subject:"Forecasting model"
subject:"United States"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Stock market"
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Forecasting model
United States
Stock market
Estimation
323
Schätzung
323
USA
113
Volatility
112
Volatilität
112
Börsenkurs
108
Share price
108
Prognoseverfahren
94
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82
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82
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72
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28
Climate change
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Klimawandel
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English
203
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Gupta, Rangan
Hautsch, Nikolaus
Caporale, Guglielmo Maria
140
Gil-Alaña, Luis A.
98
Marcellino, Massimiliano
69
Heckman, James J.
66
McAleer, Michael
63
Pierdzioch, Christian
62
Pesaran, M. Hashem
57
Wohar, Mark E.
50
Timmermann, Allan
47
Diebold, Francis X.
46
McMillan, David G.
46
Zaremba, Adam
45
Koopman, Siem Jan
44
Balcilar, Mehmet
43
Bollerslev, Tim
43
Hamermesh, Daniel S.
42
Kilian, Lutz
42
Schorfheide, Frank
42
Engle, Robert F.
40
Cheung, Yin-Wong
39
Belke, Ansgar
38
Chinn, Menzie David
37
Härdle, Wolfgang
36
Narayan, Paresh Kumar
35
Ma, Feng
33
Miller, Stephen M.
33
Bahmani-Oskooee, Mohsen
32
Clark, Todd E.
32
Herwartz, Helmut
32
Campbell, John Y.
31
Ghysels, Eric
31
Swanson, Norman R.
31
Weber, Enzo
31
Basu, Susanto
30
Glaeser, Edward L.
30
Tiwari, Aviral Kumar
30
Franses, Philip Hans
29
Gil-Alana, Luis A.
29
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Department of Economics working paper series
32
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
SFB 649 discussion paper
10
CFS working paper series
7
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Research in international business and finance
6
Economics letters
5
International review of economics & finance : IREF
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Applied economics
3
Economics and Business Letters : EBL
3
The European journal of finance
3
Applied quantitative finance
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Open economies review
2
Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo Working Paper Series
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CFS Working Paper
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CREATES research paper
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Cardiff economics working papers
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CoFE discussion papers
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Contemporary economics
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DIW Berlin Discussion Paper
1
Defence and peace economics
1
Discussion paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
203
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
4
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
5
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
6
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
10
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
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