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~isPartOf:"Energy economics"
~person:"Clements, Adam"
~person:"Gupta, Rangan"
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Search: subject_exact:"Volatility"
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Volatility
14
Volatilität
14
Oil price
10
Ölpreis
10
Börsenkurs
5
Forecasting model
5
Oil market
5
Prognoseverfahren
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Clements, Adam
Gupta, Rangan
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
13
Wang, Yudong
13
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
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7
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6
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Do, Hung Xuan
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Roubaud, David
6
Wohar, Mark E.
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Filis, George
5
Gong, Xu
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Liang, Chao
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Dutta, Anupam
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4
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Energy economics
Department of Economics working paper series
47
NCER working paper series
23
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
International journal of forecasting
6
Journal of forecasting
6
NCER Working Paper Series
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Applied economics letters
5
Economics letters
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Research in international business and finance
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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3
Finmap working paper
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International journal of finance & economics : IJFE
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Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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2
Discussion papers in economics, finance and international competitiveness
2
Economics and Business Letters : EBL
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Global Research Unit working paper
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of financial markets
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
14
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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
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
3
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
4
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:
5
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:
6
Price and volatility linkages between international REITs and oil markets
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Gormus, Alper
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516750
Saved in:
7
Which oil shocks really matter in equity markets?
Clements, Adam
;
Shield, Cody
;
Thiele, Stephen
- In:
Energy economics
81
(
2019
),
pp. 134-141
Persistent link: https://www.econbiz.de/10012172674
Saved in:
8
Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil
Aromi, Daniel
;
Clements, Adam
- In:
Energy economics
81
(
2019
),
pp. 187-196
Persistent link: https://www.econbiz.de/10012172691
Saved in:
9
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
10
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
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