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accessRights:"restricted"
subject:"Wirtschaftswachstum"
~subject:"Volatility"
~person:"Nonejad, Nima"
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Wirtschaftswachstum
Volatility
Estimation
17
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17
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15
Oil price
13
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13
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11
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Nonejad, Nima
Gupta, Rangan
64
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
21
Bouri, Elie
21
Pierdzioch, Christian
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Tiwari, Aviral Kumar
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Shahbaz, Muhammad
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Todorov, Viktor
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Xuan Vinh Vo
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Hammoudeh, Shawkat
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Kang, Sang Hoon
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Lee, Chien-chiang
14
Zhu, Huiming
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Bollerslev, Tim
13
Gil-Alaña, Luis A.
13
Li, Jia
13
Pradhan, Rudra Prakash
13
Wei, Yu
13
Yoon, Seong-min
13
Wu, Xinyu
12
Jawadi, Fredj
11
Kumar, Dilip
11
Sosvilla-Rivero, Simón
11
Chevallier, Julien
10
Shahzad, Syed Jawad Hussain
10
Wang, Yudong
10
Arvin, B. Mak
9
Brooks, Robert
9
Demirer, Rıza
9
Ji, Qiang
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Kelly, Bryan T.
9
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Yin, Libo
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
12
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1
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
2
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
3
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
4
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
5
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
6
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
7
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
8
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
9
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
10
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
11
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
12
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
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