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~person:"Gupta, Rangan"
~subject:"long memory"
~subject:"Oil price"
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long memory
Oil price
Forecasting model
172
Prognoseverfahren
172
Estimation
153
Schätzung
153
Volatility
148
United States
146
Volatilität
146
USA
144
Börsenkurs
104
Share price
104
Capital income
97
Kapitaleinkommen
97
Risiko
91
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91
Welt
80
World
80
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77
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77
Forecasting
76
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76
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76
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75
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75
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75
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65
Real estate price
65
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59
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58
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57
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57
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Monetary policy
50
ARCH model
49
ARCH-Modell
49
Cointegration
42
Economic growth
42
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39
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46
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16
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15
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English
64
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7
Author
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Gupta, Rangan
Hammoudeh, Shawkat
42
Kilian, Lutz
33
Nielsen, Morten Ørregaard
30
Tiwari, Aviral Kumar
29
Wang, Yudong
29
Gil-Alaña, Luis A.
28
Ma, Feng
27
Ratti, Ronald A.
27
Mensi, Walid
22
Ji, Qiang
20
Mohaddes, Kamiar
20
Bjørnland, Hilde Christiane
19
Sadorsky, Perry A.
19
Salisu, Afees A.
19
Kang, Sang Hoon
18
Manera, Matteo
18
Wen, Fenghua
18
Caporale, Guglielmo Maria
17
Balcilar, Mehmet
16
Bouri, Elie
16
McAleer, Michael
16
Shahzad, Syed Jawad Hussain
16
Wang, Shouyang
16
Yin, Libo
16
Zhu, Huiming
16
Baum, Christopher F.
15
Serletis, Apostolos
15
Farzanegan, Mohammad Reza
14
Perez de Gracia, Fernando
14
Pierdzioch, Christian
14
Sheng, Xin
14
Vespignani, Joaquin L.
14
Wei, Yu
14
Kang, Wensheng
13
Lee, Chien-chiang
13
Shahbaz, Muhammad
13
Yoon, Seong-min
13
Demirer, Rıza
12
Filis, George
12
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Department of Economics, Faculty of Economic and Management Sciences
5
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Energy economics
19
Department of Economics working paper series
12
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
5
Applied economics letters
4
Economia internazionale
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied financial economics
2
International journal of finance & economics : IJFE
2
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
Defence and peace economics
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics letters
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy Economics
1
Journal of economics and finance
1
Research in international business and finance
1
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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ECONIS (ZBW)
63
RePEc
7
EconStor
1
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1
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10
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71
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
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:
3
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:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
5
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
6
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:
7
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
8
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:
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
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:
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