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Showing 9 out of a total of 69 results for collection: Research Articles (Economics).
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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
)
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
(
Elsevier
,
2023-04
)
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
(
Elsevier
,
2023-08
)
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2023-05
)
Pandemics and cryptocoins
Salisu, Afees A.
;
Ogbonna, Ahamuefula E.
;
Oloko, Tirimisiyu F.
(
Elsevier
,
2023-06
)
Advances in using vector autoregressions to estimate structural magnitudes
Baumeister, Christiane
;
Hamilton, James D.
(
Cambridge University Press
,
2024-06
)
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
)
Monetary policy and bubbles in G7 economies using a panel VAR approach : implications for sustainable development
Caraiani, Petre
;
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
(
Elsevier
,
2023-06
)
Extreme weather shocks and state-level inflation of the United States
Liao, Wenting
;
Sheng, Xin
;
Gupta, Rangan
;
Karmakar, Sayar
(
Elsevier
,
2024-05
)
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Gupta, Rangan (45)
Salisu, Afees A. (13)
Bouri, Elie (10)
Nel, Jacobus (7)
Pierdzioch, Christian (6)
Cepni, Oguzhan (5)
Demirer, Riza (4)
Gabauer, David (4)
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Aye, Goodness Chioma (3)
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SDG-08: Decent work and economic growth (69)
Forecasting (11)
United States (US) (10)
Generalized autoregressive conditional heteroskedasticity (GARCH) (8)
Inflation (7)
Vector autoregressive (VAR) (7)
Coronavirus disease 2019 (COVID-19) (6)
COVID-19 pandemic (5)
Inequality (5)
Mixed data sampling (MIDAS) (5)
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2023 (47)
2024 (17)
2022 (5)
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