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~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~subject:"Ölpreis"
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Ölpreis
Volatility
184
Volatilität
178
Estimation
173
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173
Forecasting model
169
Prognoseverfahren
169
United States
167
USA
165
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110
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110
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109
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109
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102
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102
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100
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96
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89
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82
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82
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80
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80
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75
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71
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66
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66
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65
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64
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English
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Gupta, Rangan
Hammoudeh, Shawkat
Kilian, Lutz
33
Wang, Yudong
27
Ratti, Ronald A.
26
Tiwari, Aviral Kumar
25
Ma, Feng
24
Mensi, Walid
22
Mohaddes, Kamiar
20
Bjørnland, Hilde Christiane
19
Ji, Qiang
19
Sadorsky, Perry A.
19
Manera, Matteo
18
Wen, Fenghua
18
Salisu, Afees A.
16
Shahzad, Syed Jawad Hussain
16
Zhu, Huiming
16
Bouri, Elie
15
Kang, Sang Hoon
15
Yin, Libo
15
McAleer, Michael
14
Pierdzioch, Christian
14
Serletis, Apostolos
14
Wang, Shouyang
14
Kang, Wensheng
13
Perez de Gracia, Fernando
13
Sheng, Xin
13
Wei, Yu
13
Yoon, Seong-min
13
Balcilar, Mehmet
12
Demirer, Rıza
12
Farzanegan, Mohammad Reza
12
Filis, George
12
Lee, Chien-chiang
12
Wohar, Mark E.
12
Adam, Pasrun
11
Chang, Chia-Lin
11
Maghyereh, Aktham I.
11
Nguyen, Duc Khuong
11
Pesaran, M. Hashem
11
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Energy economics
43
Department of Economics working paper series
10
International review of economics & finance : IREF
8
Applied economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economia internazionale
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers / University of Connecticut, Department of Economics
2
Applied economics
1
Defence and peace economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economics & business
1
Journal of economics and finance
1
Research in international business and finance
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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ECONIS (ZBW)
93
Showing
1
-
10
of
93
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
3
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
6
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
7
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
8
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
10
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Woo Joong
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012695792
Saved in:
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