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Showing 5 out of a total of 40 results for community: University of Pretoria: Research Output.
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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 (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
)
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
;
Gabauer, David
(
Elsevier
,
2022-10
)
Oil-price uncertainty and the U.K. unemployment rate : a forecasting experiment with random forests using 150 years of data
Gupta, Rangan
;
Pierdzioch, Christian
;
Salisu, Afees A.
(
Elsevier
,
2022-08
)
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-06
)
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Author
Gupta, Rangan (40)
Pierdzioch, Christian (40)
Bonato, Matteo (9)
Gkillas, Konstantinos (8)
Cepni, Oguzhan (7)
Salisu, Afees A. (6)
Demirer, Riza (5)
Balcilar, Mehmet (3)
Bouri, Elie (3)
Gabauer, David (2)
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Forecasting (40)
Realized volatility (12)
Realized variance (8)
Uncertainty (8)
Gold (6)
Heterogeneous autoregressive realized volatility (HAR-RV) (6)
Machine learning (6)
Oil price (5)
Realized volatility forecast (4)
SDG-08: Decent work and economic growth (4)
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