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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Lucey, Brian M."
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting
Volatility
Volatilität
96
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94
Prognoseverfahren
94
Welt
93
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93
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80
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80
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Chang, Chia-Lin
Lucey, Brian M.
Pierdzioch, Christian
Gupta, Rangan
171
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
65
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
52
McMillan, David G.
51
Wohar, Mark E.
51
Mensi, Walid
48
Wang, Yudong
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Caporale, Guglielmo Maria
41
Zhang, Yaojie
41
Andersen, Torben
39
Salisu, Afees A.
39
Corbet, Shaen
38
Demirer, Rıza
38
Liang, Chao
37
Wei, Yu
37
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36
Chevallier, Julien
36
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35
Yoon, Seong-min
35
Todorov, Viktor
34
Ji, Qiang
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
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Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
11
International review of economics & finance : IREF
5
Applied economics letters
4
Economics letters
4
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
International review of financial analysis
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3
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2
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2
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Emerging markets review
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Financial innovation : FIN
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International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of economics & business
1
Journal of financial stability
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
115
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1
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115
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
3
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
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 risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
8
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
9
Do green energy markets catch cold when conventional energy markets sneeze?
Rao, Amar
;
Lucey, Brian M.
;
Kumar, Satish
;
Lim, Weng Marc
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488315
Saved in:
10
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
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