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person:"Hammoudeh, Shawkat"
~person:"Ji, Qiang"
~isPartOf:"Department of Economics working paper series"
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Search: subject_exact:"Oil price shock"
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Oil price
3
Ölpreis
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ARCH model
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ARCH-Modell
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Forecasting
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Prognoseverfahren
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Volatility
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Daily Exchange Rate Returns Volatility
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Expectation formation
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Expected Skewness
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GARCH-MIDAS
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Impulse response functions
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Kapitaleinkommen
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Local projection model
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Monthly Oil Price and Energy Market Uncertainties
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Oil Returns
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Oil shocks
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Quantile Regression
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Realized Volatility
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Regression analysis
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Shock
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Hammoudeh, Shawkat
Ji, Qiang
Gupta, Rangan
10
Sheng, Xin
4
Pierdzioch, Christian
3
Salisu, Afees A.
3
Nielsen, Joshua
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Ogbonna, Ahamuefula Ephraim
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Balcilar, Mehmet
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Cepni, Oguzhan
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Katayama, Munechika
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Kim, Woo Joong
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Department of Economics working paper series
Energy economics
37
International review of economics & finance : IREF
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Research in international business and finance
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Finance research letters
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International review of financial analysis
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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The energy journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of forecasting
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Economic modelling
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy : the international journal ; technologies, resources, reserves, demands, impact, conservation, management, policy
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Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Journal of commodity markets
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Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
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Journal of economics & business
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Journal of multinational financial management
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OPEC energy review
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QMS Research Paper 2021/04
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Research in human capital and development : RHCD ; a research annual
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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
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2
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:
3
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
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