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Showing 45 out of a total of 45 results for collection: Research Articles (Economics).
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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
)
Effect of rare disaster risks on crude oil : evidence from El Niño from over 145 years of data
Demirer, Riza
;
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
(
Springer
,
2022-01
)
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 oil-price volatility : the role of financial stress and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-06
)
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
(
Elsevier
,
2019-01
)
Forecasting (downside and upside) realized exchange-rate volatility : is there a role for realized skewness and kurtosis?
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-10
)
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
;
Wohar, Mark E.
(
Elsevier
,
2018-01
)
Geopolitical risk and forecastability of tail risk in the oil market : evidence from over a century of monthly data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
(
Elsevier
,
2021-11
)
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2024
)
On international uncertainty links : BART-based empirical evidence for Canada
Gupta, Rangan
;
Pierdzioch, Christian
;
Risse, Marian
(
Elsevier
,
2016-06
)
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 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
)
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
(
Elsevier
,
2024-04
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2018-08
)
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Routledge
,
2018
)
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2021-01
)
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
)
Time-varying risk aversion and the predictability of bond premia
Cepni, Oguzhan
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-05
)
Infectious diseases, market uncertainty and oil market volatility
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2020-08
)
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-11
)
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2017-10
)
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-12
)
Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Elsevier
,
2017-07
)
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
(
Routledge
,
2023
)
Forecasting changes of economic inequality : a boosting approach
Pierdzioch, Christian
;
Gupta, Rangan
;
Hassani, Hossein
;
Silva, Emmanuel Sirimal
(
Taylor and Francis
,
2022
)
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
;
Nyakabawo, Wendy
(
Elsevier
,
2019-09
)
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Elsevier
,
2017-08
)
OPEC news and jumps in the oil market
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Yoon, Seong-Min
(
Elsevier
,
2021-04
)
Inflation forecasts and forecaster herding : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Elsevier
,
2016-06
)
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
)
On the directional accuracy of inflation forecasts : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Taylor and Francis
,
2018
)
Time-varying risk aversion and realized gold volatility
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-11
)
Forecasting the South African inflation rate : on asymmetric loss and forecast rationality
Pierdzioch, Christian
;
Reid, Monique
;
Gupta, Rangan
(
Elsevier
,
2016-03
)
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-07
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2019-06
)
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-03
)
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-10
)
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
)
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 the volatility of crude oil : the role of uncertainty and spillovers
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-07-10
)
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
;
Plakandaras, Vasilios
(
Elsevier
,
2023-12
)
El Nino, La Nina, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2023-07
)
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Routledge
,
2021
)
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
(
De Gruyter
,
2020-09
)
Climate risks and predictability of commodity returns and volatility: evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark
;
Pierdzioch, Christian
(
World Scientific Publishing
,
2024
)
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Gupta, Rangan (45)
Pierdzioch, Christian (45)
Gkillas, Konstantinos (10)
Bonato, Matteo (7)
Demirer, Riza (7)
Wohar, Mark E. (6)
Cepni, Oguzhan (5)
Balcilar, Mehmet (4)
Bouri, Elie (3)
Nel, Jacobus (3)
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Forecasting (25)
Realized volatility (14)
Heterogeneous autoregressive realized volatility (HAR-RV) (6)
SDG-08: Decent work and economic growth (6)
Uncertainty (5)
Gold (4)
Oil price (4)
Predictability (4)
Realized variance (4)
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