Christian Pierdzioch : Citation Profile


Are you Christian Pierdzioch?

Helmut Schmidt Universität Hamburg

19

H index

45

i10 index

1713

Citations

RESEARCH PRODUCTION:

189

Articles

164

Papers

2

Books

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 68
   Journals where Christian Pierdzioch has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 128 (6.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi123
   Updated: 2024-01-16    RAS profile: 2022-08-01    
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Relations with other researchers


Works with:

GUPTA, RANGAN (77)

Demirer, Riza (13)

Salisu, Afees (12)

Bouri, Elie (8)

Bonato, Matteo (8)

Balcilar, Mehmet (7)

Shahzad, Syed Jawad Hussain (4)

Gabauer, David (3)

Risse, Marian (3)

Gkillas (Gillas), Konstantinos (3)

Wong, Wing-Keung (2)

Yoon, Seong-Min (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Pierdzioch.

Is cited by:

GUPTA, RANGAN (303)

Salisu, Afees (95)

Demirer, Riza (65)

Bouri, Elie (45)

Wohar, Mark (38)

Balcilar, Mehmet (36)

Ji, Qiang (28)

Gabauer, David (26)

Selmi, Refk (24)

bouoiyour, jamal (23)

Tiwari, Aviral (19)

Cites to:

GUPTA, RANGAN (470)

Campbell, John (138)

Wohar, Mark (138)

Rogoff, Kenneth (134)

Obstfeld, Maurice (126)

Timmermann, Allan (84)

Bollerslev, Tim (68)

Filis, George (65)

Demirer, Riza (64)

Diebold, Francis (64)

Balcilar, Mehmet (62)

Main data


Where Christian Pierdzioch has published?


Journals with more than one article published# docs
Applied Economics Letters15
Finance Research Letters9
Economics Bulletin8
International Economics and Economic Policy7
Resources Policy7
Economics Letters7
The North American Journal of Economics and Finance6
Review of World Economics (Weltwirtschaftliches Archiv)5
International Review of Economics & Finance5
Applied Economics5
The European Journal of Finance5
The Quarterly Review of Economics and Finance4
International Economic Journal4
Journal of International Money and Finance4
Energies4
German Economic Review3
Review of International Economics3
Scottish Journal of Political Economy3
Empirical Economics3
German Economic Review3
Energy Economics3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2
Swiss Journal of Economics and Statistics (SJES)2
Economic Modelling2
International Review of Financial Analysis2
Journal of Policy Modeling2
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift fr Wirtschafts- und Sozialwissenschaften2
International Journal of Forecasting2
Sustainability2
Macroeconomic Dynamics2
Journal of Forecasting2
Journal of International Financial Markets, Institutions and Money2
Journal of Economics and Business2
Journal of Applied Statistics2
Global Finance Journal2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics63
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)37
Working Papers of the European Institute for Socioeconomics / European Institute for Socioeconomics (EIS), Saarbrcken15
Discussion Papers / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics14
Macroeconomics and Finance Series / University of Hamburg, Department of Socioeconomics4
Working Papers / Stellenbosch University, Department of Economics3
MPRA Paper / University Library of Munich, Germany3
Working Papers / German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin2
WHU Working Paper Series - Economics Group / WHU - Otto Beisheim School of Management2
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2
Kiel Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Christian Pierdzioch (2024 and 2023)


YearTitle of citing document
2023Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2023Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204.

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2023A bootstrap-based efficiency test of growth and inflation forecasts for Germany. (2023). Pierdzioch, Christian. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s016517652300054x.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Central bank’s forecasts and lack of transparency: An assessment of the effect on private expectations in a large emerging economy. (2023). de Mendonça, Helder ; Abreu, Vanessa Castro ; Filho, Jose Simo ; de Mendona, Helder Ferreira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000978.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Digital art and non-fungible-token: Bubble or revolution?. (2023). Aliano, Mauro ; Boido, Claudio. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005578.

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2023Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612.

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2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022.

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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2023Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790.

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2023The FOMC’s new individual economic projections and macroeconomic theories. (2023). Arai, Natsuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000705.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

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2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023The effect of green finance on industrial pollution emissions: Evidence from China. (2023). Li, Qiuming ; Guo, Jie ; Wei, Yiming ; Lan, Jing ; Liu, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005992.

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2023Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data. (2023). Huixiang, Shi ; Cao, Yanyan. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006080.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

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2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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2023Forecasting long-term world annual natural gas production by machine learning. (2023). Murat, K M ; Ersoy, Melisa Z ; Hamurcuoglu, Irem K ; Sen, Doruk ; Gunay, Erdem M. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006675.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Transition risk, physical risk, and the realized volatility of oil and natural gas prices. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000910.

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2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model. (2023). GUPTA, RANGAN ; Karmakar, Sayar ; Rognone, Lavinia ; Cepni, Oguzhan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001460.

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2023Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027.

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2023The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441.

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2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

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2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

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2023Geopolitical risk, financial system and natural resources extraction: Evidence from China. (2023). Teng, Yin-Pei ; Wang, Zhe ; Liu, Xianchang ; Wu, Shuzhao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003203.

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2023A review of state-of-the-art techniques for the determination of the optimum cut-off grade of a metalliferous deposit with a bibliometric mapping in a surface mine planning context. (2023). Sen, Phalguni ; Sinha, Rabindra Kumar ; Biswas, Pritam. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002544.

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2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

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2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

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2023Institutional and country level determinants of vertical integration: New evidence from the oil and gas industry. (2023). Thanakijsombat, Thanarerk ; Nosheen, Safia ; Saeed, Asif ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004889.

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2023Natural resources and green economic recovery in responsible investments: Role of ESG in context of Islamic sustainable investments. (2023). Tiwari, Sunil ; Delnavaz, Mohammad ; Asl, Mahdi Ghaemi ; Huang, Lingyu ; Zou, Fei. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009066.

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2023Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309.

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2023Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Khan, Uzma ; Monirul, G M ; Hossain, Md Emran ; Haseeb, Mohammad. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:710-721.

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2023Whats at Stake? The empirical importance of government revenue and debt and renewable energy for environmental neutrality in the US economy. (2023). Adebayo, Tomiwa Sunday ; Iqbal, Hafiz Arslan ; Abbasi, Kashif Raza ; Ramzan, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:475-489.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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2023Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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2023Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409.

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2023Forecasting gold volatility with geopolitical risk indices. (2023). Umar, Muhammad ; Liang, Chao ; Guo, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002434.

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2023Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

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2023Effect of the duration of membership in the GATT/WTO on economic growth volatility. (2023). Gnangnon, Sena Kimm. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:65:y:2023:i:c:p:448-467.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States. (2023). Gupta, Rangan ; Sheng, Xin ; Ji, Qiang. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:186-:d:1267655.

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2023Multinational Firms and Economic Integration: The Role of Global Uncertainty. (2023). Jung, Jaewon. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2801-:d:1057047.

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Christian Pierdzioch is editor of


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International Economics and Economic Policy

Christian Pierdzioch has edited the books:


YearTitleTypeCited

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YearTitleTypeCited
2011Survey Forecasts and Money Demand Functions: Some International Evidence In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article1
2011Bedingungen und Auswirkungen direkter monetärer Subventionen in Sportvereinen In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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2012Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment In: Review of Economics & Finance.
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article1
2012Forecasting Housing Approvals in Australia: Do Forecasters Herd? In: Australian Economic Review.
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article0
2010Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy In: Economic Notes.
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article1
2008Real?Time Forecasting and Political Stock Market Anomalies: Evidence for the United States In: The Financial Review.
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article2
2012Is there a Core of Macroeconomics that Euro Area Forecasters Believe In? In: German Economic Review.
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article3
2012Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?.(2012) In: German Economic Review.
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2004Business Cycle Volatility in Germany In: German Economic Review.
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2004Business Cycle Volatility in Germany.(2004) In: German Economic Review.
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2002Business Cycle Volatility in Germany.(2002) In: Kiel Working Papers.
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2005Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies In: German Economic Review.
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2005Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies.(2005) In: German Economic Review.
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2002Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank In: Perspektiven der Wirtschaftspolitik.
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article1
2007Exchange Rates, Expectations, and Monetary Policy: a NOEM Perspective* In: Review of International Economics.
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article0
2009Labor?Market Search, Financial Market Integration, and the Fiscal Multiplier In: Review of International Economics.
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article0
2012A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti-herding In: Review of International Economics.
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article8
2012A note on forecasting emerging market exchange rates: Evidence of anti-herding.(2012) In: Discussion Papers.
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2004FINANCIAL MARKET INTEGRATION AND BUSINESS CYCLE VOLATILITY IN A MONETARY UNION In: Scottish Journal of Political Economy.
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article2
2002Financial Market Integration and Business Cycle Volatility in a Monetary Union.(2002) In: Kiel Working Papers.
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2011DOES THE ECB HAVE A TIME?INCONSISTENCY PROBLEM? A NOTE In: Scottish Journal of Political Economy.
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article3
2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data† In: Scottish Journal of Political Economy.
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article1
2020Collective Decision-making: FIFA from the Perspective of Public Choice In: The Economists' Voice.
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article2
2020Uncertainty and Forecasts of U.S. Recessions In: Studies in Nonlinear Dynamics & Econometrics.
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article9
2017Uncertainty and Forecasts of U.S. Recessions.(2017) In: Working Papers.
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2009Low Skill but High Volatility? In: CESifo Working Paper Series.
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2014LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION In: Macroeconomic Dynamics.
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article3
2016USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS In: Macroeconomic Dynamics.
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article3
2014Zur empirischen Prüfbarkeit des homo oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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2016Volunteering, Match Quality, and Internet Use In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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article0
2015Volunteering, match quality, and internet use.(2015) In: Working Papers of the European Institute for Socioeconomics.
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2011Scattered Fiscal Forecasts In: Economics Bulletin.
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2011Contagious speculative bubbles: A note on the Greek sovereign debt crisis In: Economics Bulletin.
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article4
2012On the determinants of sporting success – A note on the Olympic Games In: Economics Bulletin.
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article3
2012Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality In: Economics Bulletin.
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article0
2016A quantile-regression test of economic models of volunteer labor supply In: Economics Bulletin.
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article0
2017Animal spirits, the stock market, and the unemployment rate: Some evidence for German data In: Economics Bulletin.
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article7
2016Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data.(2016) In: Macroeconomics and Finance Series.
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2017Are Forfeitures of Olympic Medals Predictable? – A Test of the Efficiency of the International Anti-Doping System In: Economics Bulletin.
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article0
2020Law of one price: BigMac versus Fortnite - A Note In: Economics Bulletin.
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article1
2021Law of one price: BigMac versus Fortnite - A note.(2021) In: Discussion Papers.
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2013Do inflation targets anchor inflation expectations? In: Economic Modelling.
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article14
2018Testing the optimality of inflation forecasts under flexible loss with random forests In: Economic Modelling.
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article2
2014Central banks’ interest rate projections and forecast coordination In: The North American Journal of Economics and Finance.
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article0
2016A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance.
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article9
2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees In: The North American Journal of Economics and Finance.
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article19
2018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model? In: The North American Journal of Economics and Finance.
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article28
2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
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2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
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2022Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks? In: The North American Journal of Economics and Finance.
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article5
2012On the loss function of the Bank of Canada: A note In: Economics Letters.
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article6
2012Forecasting stock prices: Do forecasters herd? In: Economics Letters.
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article9
2012Who believes in the Taylor principle? Evidence from the Livingston survey In: Economics Letters.
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article2
2015Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries In: Economics Letters.
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article5
2016On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters.
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article26
2015On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers.
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paper
1997An analytical approximation of target zone exchange rate functions: the technique of collocation In: Economics Letters.
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article2
2004Modeling the intensity of foreign exchange intervention activity In: Economics Letters.
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article5
2016Forecasting the South African inflation rate: On asymmetric loss and forecast rationality In: Economic Systems.
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article2
2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
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2014Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality.(2014) In: Working Papers.
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2008Economic and financial crises and the predictability of U.S. stock returns In: Journal of Empirical Finance.
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article7
2006Economic and Financial Crises and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper.
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2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
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article6
2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?.(2020) In: Working Papers.
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paper
2010New evidence of anti-herding of oil-price forecasters In: Energy Economics.
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article21
2010New Evidence of Anti-Herding of Oil-Price Forecasters.(2010) In: WHU Working Paper Series - Economics Group.
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2021OPEC news and jumps in the oil market In: Energy Economics.
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2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
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2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy.
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2021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data.(2021) In: Working Papers.
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2008Real-time macroeconomic data and ex ante stock return predictability In: International Review of Financial Analysis.
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article0
2013Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis.
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article3
2015Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters.
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article15
2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
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article5
2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests In: Finance Research Letters.
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article11
2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests.(2018) In: Working Papers.
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2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters.
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article6
2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees.(2016) In: Working Papers.
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2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
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2019Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers.
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2020Forecasting realized gold volatility: Is there a role of geopolitical risks? In: Finance Research Letters.
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article52
2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?.(2019) In: Working Papers.
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2021A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters.
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article20
2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold.(2020) In: Working Papers.
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2021Forecasting power of infectious diseases-related uncertainty for gold realized variance In: Finance Research Letters.
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article17
2022Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data In: Finance Research Letters.
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article5
2021Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data.(2021) In: Working Papers.
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2006Business-cycle fluctuations and international equity correlations In: Global Finance Journal.
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article11
2008Investing in European stock markets for high-technology firms In: Global Finance Journal.
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article2
2005Investing in European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers.
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2004The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan In: Journal of International Financial Markets, Institutions and Money.
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article19
2002The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan.(2002) In: Kiel Working Papers.
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2009Changes in the international comovement of stock returns and asymmetric macroeconomic shocks In: Journal of International Financial Markets, Institutions and Money.
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article42
2015Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding In: International Journal of Forecasting.
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article15
2012Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding.(2012) In: Macroeconomics and Finance Series.
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2017Predicting recessions with boosted regression trees In: International Journal of Forecasting.
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article38
2015Predicting Recessions With Boosted Regression Trees.(2015) In: Working Papers.
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2011Forecasting U.S. car sales and car registrations in Japan: Rationality, accuracy and herding In: Japan and the World Economy.
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article1
2013Forecasting metal prices: Do forecasters herd? In: Journal of Banking & Finance.
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article21
2012Forecasting metal prices: Do forecasters herd?.(2012) In: Discussion Papers.
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1999The Value of Waiting: Russias Integration into the International Capital Markets In: Journal of Comparative Economics.
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1998The value of waiting: Russias integration into the international capital markets.(1998) In: Kiel Working Papers.
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2005Noise trading and delayed exchange rate overshooting In: Journal of Economic Behavior & Organization.
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2008Forecasting stock market volatility with macroeconomic variables in real time In: Journal of Economics and Business.
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article15
2006Forecasting stock market volatility with macroeconomic variables in real time.(2006) In: Discussion Paper Series 2: Banking and Financial Studies.
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2011The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data In: Journal of Economics and Business.
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2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss In: Journal of International Money and Finance.
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2019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss.(2019) In: Working Papers.
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1999The term structure of interest rates in a sticky-price target zone model In: Journal of International Money and Finance.
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2005Financial openness and business cycle volatility In: Journal of International Money and Finance.
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article116
2002Financial Openness and Business Cycle Volatility.(2002) In: Kiel Working Papers.
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2009Efficiency wages, financial market integration, and the fiscal multiplier In: Journal of International Money and Finance.
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article2
2004Capital mobility and the effectiveness of fiscal policy in open economies In: Journal of Macroeconomics.
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article12
2003Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies.(2003) In: Kiel Working Papers.
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2005The integration of imperfect financial markets: Implications for business cycle volatility In: Journal of Policy Modeling.
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article19
2003The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility.(2003) In: Kiel Working Papers.
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2006The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? In: Journal of Policy Modeling.
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article4
2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy.
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article5
2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy.
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article9
2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
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2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
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2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
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2020The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy.
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2020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers.
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2022Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy.
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2020Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers.
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2022Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy.
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article6
2021Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices.(2021) In: Working Papers.
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2007Exchange rates, interventions, and the predictability of stock returns in Japan In: Journal of Multinational Financial Management.
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article1
2019Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? In: Physica A: Statistical Mechanics and its Applications.
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article10
2006Politics and the stock market: Evidence from Germany In: European Journal of Political Economy.
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