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~person:"Gupta, Rangan"
~subject:"Oil price"
~subject:"Real estate price"
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Oil price
Real estate price
Forecasting model
163
Prognoseverfahren
163
Estimation
149
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149
United States
142
USA
140
Volatility
137
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Gupta, Rangan
Hammoudeh, Shawkat
40
Miller, Stephen M.
34
Kilian, Lutz
33
Balcilar, Mehmet
30
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Wang, Yudong
28
Ratti, Ronald A.
27
Shimizu, Chihiro
27
Wohar, Mark E.
26
Tiwari, Aviral Kumar
25
Ma, Feng
24
Mensi, Walid
23
Chau, K. W.
22
Haurin, Donald R.
22
Bjørnland, Hilde Christiane
21
Peng, Liang
21
Quigley, John M.
21
Brasington, David M.
20
Diewert, Walter E.
20
Mohaddes, Kamiar
20
Pesaran, M. Hashem
20
Ji, Qiang
19
Leung, Charles Ka Yui
19
Sadorsky, Perry A.
19
Wachter, Susan M.
19
Wen, Fenghua
19
Adam, Klaus
18
Ahlfeldt, Gabriel M.
18
Manera, Matteo
18
Salisu, Afees A.
18
Sousa, Ricardo M.
18
Bouri, Elie
17
Deng, Yongheng
17
Farzanegan, Mohammad Reza
17
Glaeser, Edward L.
17
Hoesli, Martin
17
Kang, Sang Hoon
17
Munneke, Henry J.
17
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International review of economics & finance : IREF
8
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7
The journal of real estate finance and economics
6
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
118
RePEc
2
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
-
2023
Persistent link: https://www.econbiz.de/10013502430
Saved in:
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