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~language:"eng"
~person:"Gupta, Rangan"
~person:"Lee, Chien-chiang"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Risk"
~type_genre:"Article in journal"
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ARCH-Modell
Forecasting model
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Gupta, Rangan
Lee, Chien-chiang
McAleer, Michael
Ma, Feng
106
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91
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78
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72
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58
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55
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Salisu, Afees A.
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Energy economics
24
Finance research letters
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22
Journal of forecasting
22
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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ECONIS (ZBW)
381
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381
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
Digitalization and firms' debt maturity : do financial constraints and uncertainty matter?
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Purnama, Muhammad …
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014575680
Saved in:
5
Do geopolitical risks always harm energy security? : their non-linear effects and mechanism
Lee, Chien-chiang
;
Yuan, Zihao
;
He, Zhi-Wen
;
Xiao, Fu
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558900
Saved in:
6
Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
8
Environmental performance evaluation of electric enterprises during a power crisis : evidence from DEA methods and AI prediction algorithms
Pan, Yinghao
;
Zhang, Chao-Chao
;
Lee, Chien-chiang
;
Lv, …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559265
Saved in:
9
ESG engagement, country-level political risk and bank liquidity creation
Lee, Chien-chiang
;
Lu, Meiting
;
Wang, Chih-Wei
;
Cheng, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014491169
Saved in:
10
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
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