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Showing 5 out of a total of 49 results for collection: Research Articles (Economics).
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Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-12
)
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
)
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
)
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
(
Elsevier
,
2024-04
)
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2024
)
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Gupta, Rangan (49)
Pierdzioch, Christian (49)
Gkillas, Konstantinos (10)
Bonato, Matteo (7)
Demirer, Riza (7)
Wohar, Mark E. (6)
Balcilar, Mehmet (5)
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Forecasting (26)
Realized volatility (15)
SDG-08: Decent work and economic growth (10)
Heterogeneous autoregressive realized volatility (HAR-RV) (6)
Uncertainty (5)
Gold (4)
Oil price (4)
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