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~language:"eng"
~person:"Pierdzioch, Christian"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Shock"
~type_genre:"Article in journal"
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Oil price
Schätzung
Shock
Forecasting model
82
Prognoseverfahren
82
Estimation
51
Theorie
47
Theory
47
Volatility
40
Volatilität
40
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Pierdzioch, Christian
Gupta, Rangan
236
Bahmani-Oskooee, Mohsen
157
Gil-Alaña, Luis A.
134
Tiwari, Aviral Kumar
109
Narayan, Paresh Kumar
103
Chang, Tsangyao
99
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98
Caporale, Guglielmo Maria
97
Hammoudeh, Shawkat
96
Apergēs, Nikolaos
88
Serletis, Apostolos
75
Lee, Chien-chiang
73
Shahbaz, Muhammad
73
Belke, Ansgar
68
Hsing, Yu
64
Zaremba, Adam
64
Balcilar, Mehmet
62
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61
Kilian, Lutz
60
Su, Chi-Wei
60
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57
Moosa, Imad A.
56
Xuan Vinh Vo
55
Salisu, Afees A.
54
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54
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53
Bouri, Elie
52
Mensi, Walid
52
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50
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50
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48
Narayan, Seema
48
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47
Kang, Sang Hoon
46
McMillan, David G.
46
Shahzad, Syed Jawad Hussain
45
Holmes, Mark J.
44
Smyth, Russell
44
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Applied economics letters
6
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5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
Energy economics
3
International economics and economic policy : IEEP
3
The European journal of finance
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2
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Applied economics quarterly
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European journal of political economy
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German economic review
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International economic journal
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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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Kredit und Kapital
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Oxford economic papers
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Research in international business and finance
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ECONIS (ZBW)
70
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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
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
3
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:
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
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:
7
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
8
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:
9
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:
10
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
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