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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~language:"eng"
~person:"Chevallier, Julien"
~person:"Gupta, Rangan"
~type_genre:"Article in journal"
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Volatility
24
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24
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22
Ölpreis
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20
Prognoseverfahren
20
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15
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Article in journal
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Chevallier, Julien
Gupta, Rangan
Lee, Chien-chiang
60
Shahbaz, Muhammad
60
Smyth, Russell
57
Hammoudeh, Shawkat
53
Tiwari, Aviral Kumar
53
Lin, Boqiang
44
Apergēs, Nikolaos
37
Sueyoshi, Toshiyuki
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Uddin, Mohammed Gazi Salah
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Dong, Kangyin
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Nguyen, Duc Khuong
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Sadorsky, Perry A.
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Awaworyi Churchill, Sefa
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Clarke, Leon
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Goto, Mika
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Wang, Shouyang
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Wei, Yi-Ming
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Arouri, Mohamed
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Shi, Xunpeng
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Böhringer, Christoph
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Filippini, Massimo
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Bouri, Elie
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Dong, Xiucheng
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Payne, James E.
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Shahzad, Syed Jawad Hussain
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Zhou, Dequn
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Kang, Sang Hoon
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Economic modelling
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33
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics letters
24
Research in international business and finance
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Journal of forecasting
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of finance & economics : IJFE
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International review of financial analysis
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The South African journal of economics
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International business and economics research 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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Annals of financial economics
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Defence and peace economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The journal of real estate finance and economics
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Economic systems
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Emerging markets, finance and trade : EMFT
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Journal of multinational financial management
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Journal of risk and financial management : JRFM
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The journal of developing areas
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Empirica : journal of european economics
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Financial innovation : FIN
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Journal of economics and finance
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The European journal of finance
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Annals of economics and finance
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Economia internazionale
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ECONIS (ZBW)
67
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1
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67
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1
Trading, storage, or penalty? : uncovering firms' decision-making behavior in the Shanghai emissions trading scheme : insights from agent-based modeling
Wei, Yigang
;
Liang, Xin
;
Xu, Liang
;
Kou, Gang
; …
- In:
Energy economics
117
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014436406
Saved in:
2
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
3
Can monetary policy lean against housing bubbles?
André, Christophe
;
Caraiani, Petre
;
Călin, Adrian Cantemir
- In:
Economic modelling
110
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013348304
Saved in:
4
Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method
Huang, Wenyang
;
Wang, Huiwen
;
Qin, Haotong
;
Wei, Yigang
; …
- In:
Energy economics
110
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349896
Saved in:
5
Emission trading, induced innovation and firm performance
Ren, Shenggang
;
Yang, Xuanyu
;
Hu, Yucai
;
Chevallier, Julien
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350469
Saved in:
6
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:
7
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:
8
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:
9
Cross-border systemic risk spillovers in the global oil system : does the oil trade pattern matter?
Zhu, Bo
;
Liu, Jiahao
;
Lin, Renda
;
Chevallier, Julien
- In:
Energy economics
101
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013161691
Saved in:
10
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:
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