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Showing 10 out of a total of 10 results for collection: Research Articles (University of Pretoria).
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Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2016-09
)
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
Infectious diseases, market uncertainty and oil market volatility
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2020-08
)
Uncertainty, spillovers, and forecasts of the realized variance of gold returns
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-09
)
Forecasting the realized variance of oil-price returns : a disaggregated analysis of the role of uncertainty and geopolitical risk
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2022-07
)
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-10
)
Forecasting the volatility of crude oil : the role of uncertainty and spillovers
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-07-10
)
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Riza
;
Pierdzioch, Christian
(
Wiley
,
2022-05
)
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
(
De Gruyter
,
2020-09
)
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Gupta, Rangan (10)
Pierdzioch, Christian (10)
Balcilar, Mehmet (2)
Bouri, Elie (2)
Demirer, Riza (2)
Bonato, Matteo (1)
Cepni, Oguzhan (1)
Gabauer, David (1)
Gkillas, Konstantinos (1)
Shahzad, Syed Jawad Hussain (1)
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Uncertainty (10)
Forecasting (8)
Realized variance (5)
Infectious diseases (3)
Coronavirus disease 2019 (COVID-19) (2)
COVID-19 pandemic (2)
Gold (2)
Heterogeneous autoregressive realized volatility (HAR-RV) (2)
Machine learning (2)
Spillovers (2)
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2022 (4)
2021 (3)
2020 (2)
2016 (1)
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