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Showing 20 out of a total of 45 results for community: Economic and Management Sciences.
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A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Shahzad, Syed Jawad Hussain
(
Routledge
,
2021
)
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2016-09
)
Forecasting (downside and upside) realized exchange-rate volatility : is there a role for realized skewness and kurtosis?
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-10
)
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
(
Elsevier
,
2019-01
)
Effect of rare disaster risks on crude oil : evidence from El Niño from over 145 years of data
Demirer, Riza
;
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
(
Springer
,
2022-01
)
Gold futures returns and realized moments : a forecasting experiment using a quantile-boosting approach
Bonato, Matteo
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2018-08
)
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-06
)
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Routledge
,
2021
)
El Nino, La Nina, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2023-07
)
Climate risks and predictability of commodity returns and volatility: evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark
;
Pierdzioch, Christian
(
World Scientific Publishing
,
2024
)
Investor happiness and predictability of the realized volatility of oil price
Bonato, Matteo
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI Publishing
,
2020-05-25
)
Forecasting the volatility of crude oil : the role of uncertainty and spillovers
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-07-10
)
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
(
De Gruyter
,
2020-09
)
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
;
Plakandaras, Vasilios
(
Elsevier
,
2023-12
)
OPEC news and jumps in the oil market
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Yoon, Seong-Min
(
Elsevier
,
2021-04
)
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-10
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2019-06
)
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-03
)
Forecasting the South African inflation rate : on asymmetric loss and forecast rationality
Pierdzioch, Christian
;
Reid, Monique
;
Gupta, Rangan
(
Elsevier
,
2016-03
)
Geopolitical risk and forecastability of tail risk in the oil market : evidence from over a century of monthly data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
(
Elsevier
,
2021-11
)
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Gupta, Rangan (45)
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SDG-08: Decent work and economic growth (6)
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