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~person:"Gupta, Rangan"
~subject:"Oil price"
~subject:"VAR model"
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Oil price
VAR model
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatility
138
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
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90
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84
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84
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75
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75
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73
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73
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73
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65
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59
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56
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53
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52
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52
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43
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42
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42
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24
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24
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24
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English
96
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3
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Gupta, Rangan
Mumtaz, Haroon
44
Pesaran, M. Hashem
44
Hammoudeh, Shawkat
43
Kilian, Lutz
41
Theodoridis, Konstantinos
35
Jusélius, Katarina
33
Ratti, Ronald A.
33
Bjørnland, Hilde Christiane
31
Huber, Florian
31
Tiwari, Aviral Kumar
31
Johansen, Søren
29
Nielsen, Morten Ørregaard
29
McAleer, Michael
28
Wang, Yudong
28
Gambetti, Luca
27
Farzanegan, Mohammad Reza
26
Lütkepohl, Helmut
26
Mohaddes, Kamiar
25
Canova, Fabio
24
Koop, Gary
24
Ma, Feng
24
Minford, Patrick
24
Balcilar, Mehmet
23
Benati, Luca
23
Mensi, Walid
23
Marcellino, Massimiliano
22
Wohar, Mark E.
22
Castelnuovo, Efrem
21
Kim, So-yŏng
21
Forni, Mario
20
Salisu, Afees A.
20
Ji, Qiang
19
Kang, Sang Hoon
19
Sadorsky, Perry A.
19
Sala, Luca
19
Wen, Fenghua
19
Wickens, Michael R.
19
Kang, Wensheng
18
Manera, Matteo
18
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Department of Economics, Faculty of Economic and Management Sciences
1
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Energy economics
19
Department of Economics working paper series
16
Applied economics letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics
4
Economics letters
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economia internazionale
3
Defence and peace economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
The journal of real estate finance and economics
2
CREATES research paper
1
Cardiff economics working papers
1
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1
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1
Empirical Economics, Forthcoming
1
Energy Economics
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1
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1
Research in international business and finance
1
Studies in economics and finance
1
The Journal of Real Estate Finance and Economics
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The South African journal of economics
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ECONIS (ZBW)
96
RePEc
3
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99
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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
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
3
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
4
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10003951827
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014281696
Saved in:
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