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type:"article"
~person:"Demirer, Rıza"
~person:"Zhu, Huiming"
~subject:"Prognoseverfahren"
~type:"book"
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Search: subject_exact:"Erdölpreis"
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Prognoseverfahren
Oil price
34
Ölpreis
34
Volatility
25
Volatilität
25
Welt
19
World
19
Crude oil
17
Estimation
16
Schätzung
16
Börsenkurs
15
Share price
15
Capital income
14
Kapitaleinkommen
14
Stock market
14
Aktienmarkt
12
China
10
Erdöl
10
Petroleum
10
Capital market returns
7
Kapitalmarktrendite
7
Regression analysis
6
Regressionsanalyse
6
Risiko
6
Risk
6
Causality analysis
5
Forecasting model
5
Kausalanalyse
5
Oil market
5
Schock
5
Shock
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Spillover effect
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Spillover-Effekt
5
Structural break
5
Strukturbruch
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Ölmarkt
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Demirer, Rıza
Zhu, Huiming
Kilian, Lutz
45
Baumeister, Christiane
39
Ma, Feng
37
Gupta, Rangan
28
Wang, Yudong
26
Zhang, Yaojie
21
Manera, Matteo
16
Pierdzioch, Christian
15
Wei, Yu
14
Nonejad, Nima
13
Liu, Li
11
Wang, Shouyang
11
Bastianin, Andrea
10
Ravazzolo, Francesco
10
Salisu, Afees A.
10
Vigfusson, Robert J.
10
Baghestani, Hamid
9
Degiannakis, Stavros
9
Filis, George
9
Zhang, Yue-jun
9
Caporale, Guglielmo Maria
8
Ciferri, Davide
8
Girardi, Alessandro
8
Ji, Qiang
8
Lu, Xinjie
8
Markandya, Anil
8
Scarpa, Elisa
8
Wu, Chongfeng
8
Aastveit, Knut Are
7
Cross, Jamie
7
Huang, Dengshi
7
Liang, Chao
7
Liu, Jing
7
Ruelke, Jan-Christoph
7
Wahab, M. I. M.
7
Yin, Libo
7
Alquist, Ron
6
Galeotti, Marzio
6
Lee, Thomas
6
Li, Xiafei
6
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Energy economics
2
Applied economics letters
1
Journal of the Operational Research Society
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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ECONIS (ZBW)
5
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1
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
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
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:
5
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:
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