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subject:"ARCH-Modell"
~person:"Gupta, Rangan"
~subject:"Rohstoffpreis"
~subject:"Volatility"
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ARCH-Modell
Rohstoffpreis
Volatility
Commodity derivative
10
Rohstoffderivat
10
Volatilität
9
Welt
9
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9
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ARCH model
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Agrarpreis
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Agricultural price
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Gupta, Rangan
Matthies, Klaus
65
McAleer, Michael
45
Arezki, Rabah
39
Chang, Chia-Lin
33
Prokopczuk, Marcel
32
Ma, Feng
29
Frankel, Jeffrey A.
28
Baffes, John
27
Manera, Matteo
27
Bloch, Harry
21
Vespignani, Joaquin
21
Collier, Paul
20
Sapsford, David
20
Belke, Ansgar
19
Hammoudeh, Shawkat
18
Bordon, Ingo G.
17
Crucini, Mario J.
17
Goderis, Benedikt
17
Cashin, Paul A.
16
Jacks, David S.
16
Leschus, Leon
16
Williamson, Jeffrey G.
16
Brückner, Markus
15
Carpantier, Jean-François
15
Schwartz, Eduardo S.
15
Wei, Yu
15
Ji, Qiang
14
Labys, Walter C.
14
Lederman, Daniel
14
McDermott, C. John
14
Ratti, Ronald A.
14
Wright, Brian D.
14
Xiong, Wei
14
Bouri, Elie
13
Chen, Yu-chin
13
Chevallier, Julien
13
Ghoshray, Atanu
13
Nicolini, Marcella
13
Tang, Ke
13
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The journal of developing areas
2
Department of Economics working paper series
1
Economia internazionale
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Finance research letters
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International review of financial analysis
1
Journal of multinational financial management
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ECONIS (ZBW)
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1
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
2
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
3
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
4
The relationship between oil and agricultural commodity prices in South Africa : a quantile causality approach
Balcilar, Mehmet
;
Chang, Shinhye
;
Gupta, Rangan
; …
- In:
The journal of developing areas
50
(
2016
)
2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10011609663
Saved in:
5
The relationship between oil and agricultural commodity prices in South Africa : a quantile causality approach
Balcilar, Mehmet
;
Chang, Shinhye
;
Gupta, Rangan
; …
- In:
The journal of developing areas
50
(
2016
)
3
,
pp. 93-107
Persistent link: https://www.econbiz.de/10011612028
Saved in:
6
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
7
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2620-2636
Persistent link: https://www.econbiz.de/10013354984
Saved in:
8
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Bahloul, Walid
;
Gupta, Rangan
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 247-253
Persistent link: https://www.econbiz.de/10012027286
Saved in:
9
Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal
;
Gabauer, David
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012668176
Saved in:
10
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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