CASISD OpenIR

Browse/Search Results:  1-10 of 10 Help

Selected(0)Clear Items/Page:    Sort:
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions 期刊论文
JOURNAL OF FORECASTING, 2022, 卷号: 41, 期号: 1, 页码: 134
Authors:  Salisu, Afees A.;  Gupta, Rangan;  Bouri, Elie;  Ji, Qiang
Favorite  |  View/Download:97/0  |  Submit date:2022/02/10
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58
Authors:  Gupta, Rangan;  Sheng, Xin;  Pierdzioch, Christian;  Ji, Qiang
Favorite  |  View/Download:73/0  |  Submit date:2022/02/10
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 71, 页码: 289
Authors:  Gupta, Rangan;  Subramaniam, Sowmya;  Bouri, Elie;  Ji, Qiang
Favorite  |  View/Download:58/0  |  Submit date:2022/02/10
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91
Authors:  Sheng, Xin;  Gupta, Rangan;  Ji, Qiang
Favorite  |  View/Download:59/0  |  Submit date:2021/01/16
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 期刊论文
Research in International Business and Finance, 2020, 期号: 52, 页码: 101114
Authors:  Qiang Ji;  Walid Bahloul;  Jiang-bo Geng;  Rangan Gupta
Adobe PDF(7255Kb)  |  Favorite  |  View/Download:94/0  |  Submit date:2021/01/17
Spillover of sentiment in the European Union: Evidence from time-and frequency-domains 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 2020, 卷号: 68, 68
Authors:  Plakandaras, Vasilios;  Tiwari, Aviral Kumar;  Gupta, Rangan;  Ji, Qiang
Favorite  |  View/Download:70/0  |  Submit date:2021/01/16
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach(z.star) 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2020, 2020, 卷号: 54, 54
Authors:  Salisu, Afees A.;  Gupta, Rangan;  Bouri, Elie;  Ji, Qiang
Favorite  |  View/Download:123/0  |  Submit date:2021/01/16
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 期刊论文
International Review of Economics and Finance, 2020, 期号: 71, 页码: 289-298
Authors:  Rangan Gupta;  Sowmya Subramaniam;  Elie Bouri;  Qiang Ji
Adobe PDF(1223Kb)  |  Favorite  |  View/Download:97/0  |  Submit date:2021/01/17
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
Authors:  Ji, Qiang;  Liu, Bing-Yue;  Cunado, Juncal;  Gupta, Rangan
Favorite  |  View/Download:62/0  |  Submit date:2021/01/16
Movements in real estate uncertainty in the United States: the role of oil shocks 期刊论文
APPLIED ECONOMICS LETTERS, 2020
Authors:  Gupta, Rangan;  Sheng, Xin;  Ji, Qiang
Favorite  |  View/Download:60/0  |  Submit date:2021/01/16