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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Schock"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
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Schock
Share price
Volatility
Forecasting model
87
Prognoseverfahren
87
Estimation
62
Schätzung
62
Volatilität
62
Theorie
53
Theory
53
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40
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40
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forecasting
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Chang, Chia-Lin
Pierdzioch, Christian
Gupta, Rangan
230
Ma, Feng
99
Tiwari, Aviral Kumar
98
Bouri, Elie
96
Narayan, Paresh Kumar
96
Hammoudeh, Shawkat
95
McMillan, David G.
95
Wohar, Mark E.
88
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
78
Caporale, Guglielmo Maria
72
Ryu, Doojin
67
Zaremba, Adam
66
Xuan Vinh Vo
64
Gil-Alaña, Luis A.
62
Apergēs, Nikolaos
59
Kang, Sang Hoon
59
Mensi, Walid
57
Lucey, Brian M.
55
Bollerslev, Tim
54
Salisu, Afees A.
54
Faff, Robert W.
53
Wang, Yudong
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Hassan, M. Kabir
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Zhang, Wei
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Lien, Da-hsiang Donald
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Xiong, Xiong
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Demirer, Rıza
48
Hamori, Shigeyuki
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Zhang, Yaojie
48
Kumar, Dilip
47
Nguyen, Duc Khuong
47
Ji, Qiang
46
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45
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
6
Finance research letters
5
International review of economics & finance : IREF
5
Applied economics letters
4
The European journal of finance
4
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European journal of political economy
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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Journal of the Operational Research Society
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Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
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ECONIS (ZBW)
93
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
7
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:
8
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
9
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
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
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