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~person:"Gupta, Rangan"
~subject:"Oil price"
~subject:"Volatility"
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Oil price
Volatility
Forecasting model
277
Prognoseverfahren
277
Estimation
251
Schätzung
251
Volatilität
224
United States
215
USA
213
Börsenkurs
180
Share price
180
Capital income
163
Kapitaleinkommen
163
South Africa
142
Stock market
134
Risiko
132
Risk
132
Aktienmarkt
131
Theorie
131
Theory
131
Welt
125
World
125
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116
Time series analysis
112
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112
Immobilienpreis
105
Real estate price
105
Inflation
97
VAR model
94
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93
Forecasting
90
Monetary policy
85
Causality analysis
81
Kausalanalyse
81
Ölpreis
77
Economic growth
70
Geldpolitik
70
ARCH model
68
ARCH-Modell
68
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65
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Article
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Graue Literatur
61
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2
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1
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English
257
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Gupta, Rangan
McAleer, Michael
329
Kilian, Lutz
251
Caporale, Guglielmo Maria
189
Bollerslev, Tim
144
Chang, Chia-Lin
126
Bouri, Elie
108
Diebold, Francis X.
108
Hammoudeh, Shawkat
107
Pierdzioch, Christian
104
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
94
Manera, Matteo
91
Aizenman, Joshua
90
Baumeister, Christiane
81
Tiwari, Aviral Kumar
81
Koopman, Siem Jan
79
Bekaert, Geert
78
Bahmani-Oskooee, Mohsen
75
Engle, Robert F.
75
Mohaddes, Kamiar
73
Caporin, Massimiliano
72
Härdle, Wolfgang
72
Gil-Alaña, Luis A.
69
Ji, Qiang
69
Narayan, Paresh Kumar
69
Kočenda, Evžen
68
Lucey, Brian M.
68
McMillan, David G.
68
Todorov, Viktor
68
Ratti, Ronald A.
67
Wang, Yudong
67
Zhou, Xiaoqing
67
Asai, Manabu
64
Pesaran, M. Hashem
63
Chiarella, Carl
62
Kang, Sang Hoon
62
Belke, Ansgar
61
Lux, Thomas
61
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Department of Economics, Faculty of Economic and Management Sciences
3
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Department of Economics working paper series
50
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Finance research letters
7
Economics letters
6
Research in international business and finance
5
Applied economics
4
Defence and peace economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Economic modelling
3
Financial innovation : FIN
3
Finmap working paper
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The journal of developing areas
3
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
3
Working papers / University of Connecticut, Department of Economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
African development review
1
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics
1
Atlantic economic journal : AEJ
1
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ECONIS (ZBW)
257
RePEc
4
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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 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:
3
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
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
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
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
8
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
9
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
10
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
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