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Showing 5 out of a total of 8 results for community: University of Pretoria: Research Output.
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Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, M.W. (Matthew)
;
Demirer, Riza
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Universidad de Oviedo
,
2020
)
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
)
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
)
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
)
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Taylor and Francis
,
2022
)
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Demirer, Riza (8)
Gupta, Rangan (8)
Pierdzioch, Christian (5)
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Shahzad, Syed Jawad Hussain (2)
Balcilar, Mehmet (1)
Bonato, Matteo (1)
Clance, M.W. (Matthew) (1)
Hassani, Hossein (1)
Kyei, Clement Kweku (1)
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Realized volatility (8)
Forecasting (5)
Gold (2)
Heterogeneous autoregressive realized volatility (HAR-RV) (2)
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Conditional distribution (1)
Consumption inequalities (1)
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Gold futures returns (1)
Gold market volatility (1)
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