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Showing 7 out of a total of 17 results for collection: Research Articles (University of Pretoria).
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The predictive power of oil price shocks on realized volatility of oil : a note
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Shahzad, Syed Jawad Hussain
(
Elsevier
,
2020-12
)
Do US economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
(
SpringerOpen
,
2023-01
)
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
(
Routledge
,
2023
)
Drivers of realized volatility for emerging countries with a focus on South Africa : fundamentals versus sentiment
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
(
MDPI
,
2023-03
)
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 volatility of bitcoin returns : tail events and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Routledge
,
2021
)
Investor happiness and predictability of the realized volatility of oil price
Bonato, Matteo
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI Publishing
,
2020-05-25
)
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Gupta, Rangan (17)
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Gkillas, Konstantinos (9)
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Bonato, Matteo (4)
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Realized volatility (17)
Forecasting (12)
Heterogeneous autoregressive realized volatility (HAR-RV) (5)
Gold (3)
Oil price (3)
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Gold-price returns (2)
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