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Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-06
)
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 realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2021-01
)
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Routledge
,
2021
)
Uncertainty related to infectious diseases and forecastability of the realised volatility of US Treasury securities
Shiba, Sisa
;
Gupta, Rangan
(
World Scientific Publishing
,
2021-07
)
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
(
Wiley
,
2022-01
)
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
)
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
;
Demirer, Riza
(
Wiley
,
2022-04
)
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
(
Wiley
,
2020-03
)
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
)
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Gupta, Rangan (14)
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