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subject:"Geldpolitik"
subject:"United Kingdom"
~person:"Pierdzioch, Christian"
~subject:"Konjunktur"
~subject:"World"
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Geldpolitik
United Kingdom
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World
Estimation
116
Schätzung
116
Volatility
50
Volatilität
50
Forecasting model
46
Prognoseverfahren
46
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Pierdzioch, Christian
Caporale, Guglielmo Maria
133
Schneider, Friedrich
121
Gupta, Rangan
96
Gil-Alaña, Luis A.
88
Buch, Claudia M.
82
Belke, Ansgar
79
Dreher, Axel
75
Van Reenen, John
72
Woessmann, Ludger
71
Pesaran, M. Hashem
66
Voigt, Stefan
61
Blundell, Richard W.
60
Rose, Andrew
60
Döpke, Jörg
56
Taylor, Alan M.
56
Jordà, Òscar
55
MacDonald, Ronald
54
Cheung, Yin-Wong
52
Bloom, Nicholas
51
Nunnenkamp, Peter
49
Hart, Robert A.
48
Hayo, Bernd
48
Aghion, Philippe
46
Levine, Ross
45
Jenkins, Stephen
44
Mumtaz, Haroon
43
Acemoglu, Daron
41
McAleer, Michael
39
Barro, Robert J.
37
Bekaert, Geert
37
Herwartz, Helmut
37
Wohar, Mark E.
37
Yilmazkuday, Hakan
37
Meghir, Costas
36
Schularick, Moritz
36
Castelnuovo, Efrem
35
Eickmeier, Sandra
34
Graff, Michael
34
Shields, Michael
34
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Kiel working paper
10
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10
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3
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ECONIS (ZBW)
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1
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
2
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
3
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
4
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
5
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
6
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
7
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
8
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
9
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
10
Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time
Döpke, Jörg
-
2016
Persistent link: https://www.econbiz.de/10012989311
Saved in:
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