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subject:"Exchange rate"
subject:"Time series analysis"
~person:"Pierdzioch, Christian"
~subject:"Welt"
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Exchange rate
Time series analysis
Welt
Estimation
116
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116
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50
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50
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46
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46
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Pierdzioch, Christian
Caporale, Guglielmo Maria
187
Gil-Alaña, Luis A.
181
Schneider, Friedrich
110
Gupta, Rangan
97
Bahmani-Oskooee, Mohsen
91
Pesaran, M. Hashem
84
Dreher, Axel
76
Woessmann, Ludger
71
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68
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65
Rose, Andrew
63
Voigt, Stefan
61
Belke, Ansgar
56
Buch, Claudia M.
56
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52
Nunnenkamp, Peter
49
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48
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47
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44
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41
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40
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40
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40
Aghion, Philippe
39
Beckmann, Joscha
38
Chang, Chia-Lin
38
Tiwari, Aviral Kumar
37
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36
Yilmazkuday, Hakan
34
Bloom, Nicholas
33
Rodrik, Dani
33
Sala-i-Martin, Xavier
33
Gao, Jiti
32
Graff, Michael
32
Gundlach, Erich
32
Kapetanios, George
32
Papell, David H.
32
Robinson, James A.
32
Wohar, Mark E.
31
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Kieler Arbeitspapiere
6
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3
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3
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2
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2
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2
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2
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1
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1
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ECONIS (ZBW)
38
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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
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
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:
10
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
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