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Showing 10 out of a total of 64 results for collection: Research Articles (University of Pretoria).
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A note on forecasting the historical realized variance of oil-price movements : the role of gold-to-silver and gold-to-platinum price ratios
Gupta, Rangan
;
Pierdzioch, Christian
;
Wong, Wing-Keung
(
MDPI
,
2021-10-17
)
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-03
)
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
)
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2024
)
Climate risks and forecastability of the realized volatility of gold and other metal prices
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-08
)
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-01
)
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-11
)
Climate risks and U.S. stock-market tail risks : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
;
Van Eyden, Renee
(
Wiley
,
2023-06
)
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
(
Elsevier
,
2021-12
)
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-12
)
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Gupta, Rangan (64)
Pierdzioch, Christian (64)
Gkillas, Konstantinos (11)
Bonato, Matteo (10)
Cepni, Oguzhan (9)
Demirer, Riza (9)
Balcilar, Mehmet (8)
Salisu, Afees A. (8)
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Forecasting (40)
Realized volatility (16)
Uncertainty (10)
Oil price (8)
Realized variance (8)
Heterogeneous autoregressive realized volatility (HAR-RV) (7)
Gold (6)
Machine learning (6)
SDG-08: Decent work and economic growth (6)
Predictability (5)
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