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ARCH model
Volatility
360
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355
Forecasting model
339
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339
United States
276
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274
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266
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Gupta, Rangan
90
Salisu, Afees A.
26
Bouri, Elie
17
Ji, Qiang
16
Pierdzioch, Christian
12
Demirer, Rıza
9
Ogbonna, Ahamuefula Ephraim
8
Luo, Jiawen
7
Segnon, Mawuli
7
Cepni, Oguzhan
6
Lux, Thomas
6
Ajmi, Ahdi Noomen
5
Antonakakis, Nikolaos
5
Nasr, Adnen Ben
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Balcilar, Mehmet
4
Cuñado Eizaguirre, Juncal
4
Karmakar, Sayar
4
Aye, Goodness C.
3
Fan, Ying
3
Gabauer, David
3
Gillas, Konstantinos Gkillas
3
Ivashchenko, Sergey
3
Klein, Tony
3
Liu, Bing-Yue
3
Plakandaras, Vasilios
3
Bonato, Matteo
2
Christou, Christina
2
Chuang, O-Chia
2
Das, Sonali
2
Fang, Libing
2
Gupta, Rakesh
2
Kollias, Chrēstos
2
Lee, Chien-Chiang
2
Liu, Ruipeng
2
Marfatia, Hardik A.
2
Miller, Stephen M.
2
Papadamou, Stephanos
2
Roubaud, David
2
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Department of Economics working paper series
25
Energy economics
10
International review of financial analysis
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
Financial innovation : FIN
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3
International journal of forecasting
3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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1
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1
Journal of central banking theory and practice
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international commerce, economics and policy
1
Journal of international money and finance
1
Journal of risk
1
Journal of the Asia Pacific economy
1
OPEC energy review
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ECONIS (ZBW)
111
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1
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:
2
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
4
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:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
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:
7
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
8
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
9
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
10
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
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