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~isPartOf:"Energy economics"
~person:"Gupta, Rangan"
~person:"Rossi, Barbara"
~subject:"Forecasting model"
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Forecasting model
Oil price
2
Prognoseverfahren
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Volatility
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Ölpreis
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ARCH model
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1
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Gupta, Rangan
Rossi, Barbara
Wang, Yudong
5
Weron, Rafał
4
Hao, Xianfeng
3
Drachal, Krzysztof
2
Nowotarski, Jakub
2
Ausín, M. Concepción
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Barbaglia, Luca
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1
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1
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Energy economics
Applied economics
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Department of Economics working paper series
5
The North American journal of economics and finance : a journal of financial economics studies
5
Barcelona GSE working paper series : working paper
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
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Discussion paper / Centre for Economic Policy Research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of forecasting
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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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Economic Research Initiatives at Duke (ERID) Working Paper
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Handbook of economic forecasting ; Volume 2B
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International review of financial analysis
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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The role of oil prices in the forecasts of South African interest rates : a Bayesian approach
Gupta, Rangan
;
Kotzé, Kevin
- In:
Energy economics
61
(
2017
),
pp. 270-278
Persistent link: https://www.econbiz.de/10011737812
Saved in:
2
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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