22
H index
58
i10 index
2149
Citations
Helmut Schmidt Universität Hamburg | 22 H index 58 i10 index 2149 Citations RESEARCH PRODUCTION: 222 Articles 192 Papers 2 Books EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Pierdzioch. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2024 | The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246. Full description at Econpapers || Download paper | |
| 2024 | Real-time Prediction of the Great Recession and the Covid-19 Recession. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536. Full description at Econpapers || Download paper | |
| 2024 | Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214. Full description at Econpapers || Download paper | |
| 2024 | Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165. Full description at Econpapers || Download paper | |
| 2024 | Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210. Full description at Econpapers || Download paper | |
| 2024 | Green bubbles: a four-stage paradigm for detection and propagation. (2024). Grossi, Luigi ; Vriz, Gian Luca. In: Papers. RePEc:arx:papers:2410.06564. Full description at Econpapers || Download paper | |
| 2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper | |
| 2025 | Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170. Full description at Econpapers || Download paper | |
| 2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper | |
| 2024 | DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190. Full description at Econpapers || Download paper | |
| 2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
| 2025 | Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388. Full description at Econpapers || Download paper | |
| 2024 | Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students. (2024). Riyanto, Yohanes ; Bao, Te ; Hanaki, Nobuyuki ; Okada, Katsuhiko ; Zhu, Jiahua ; Corgnet, Brice. In: ISER Discussion Paper. RePEc:dpr:wpaper:1156r. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa. (2024). Brijlal, Pradeep ; Diane, Lamine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-2. Full description at Econpapers || Download paper | |
| 2024 | The Effects of Geopolitical Risks on Oil Price Volatility. (2024). Doan, Nhien Tuyet ; Truong, Loc Dong ; Kim, Anh Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-46. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38. Full description at Econpapers || Download paper | |
| 2024 | Evapotranspiration, water use efficiency, and yield for film mulched maize under different nitrogen-fertilization rates and climate conditions. (2024). Li, Yuannong ; Du, Yadan ; Gu, Xiaobo ; Chen, Pengpeng ; Hu, Hongxiang ; Fang, Heng. In: Agricultural Water Management. RePEc:eee:agiwat:v:301:y:2024:i:c:s0378377424002701. Full description at Econpapers || Download paper | |
| 2024 | Quantile-based heterogeneous effects of nuclear energy and political stability on the environment in highly nuclear energy-consuming and politically stable countries. (2024). Ulussever, Talat ; Depren, Serpil Kili ; Kartal, Mustafa Tevfik ; Ayhan, Fatih. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924006202. Full description at Econpapers || Download paper | |
| 2024 | Food inflation and monetary policy in emerging economies. (2024). Makun, Keshmeer ; Sami, Janesh. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s104900782400112x. Full description at Econpapers || Download paper | |
| 2025 | Financial forecasting in the lab and the field: Qualified professionals vs. smart students. (2025). Riyanto, Yohanes ; Hanaki, Nobuyuki ; Bao, Te ; Corgnet, Brice ; Zhu, Jiahua ; Okada, Katsuhiko. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000322. Full description at Econpapers || Download paper | |
| 2025 | How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240. Full description at Econpapers || Download paper | |
| 2024 | Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper | |
| 2024 | Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x. Full description at Econpapers || Download paper | |
| 2024 | Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Xu, Wei ; Tang, Pan ; Wang, Haosen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767. Full description at Econpapers || Download paper | |
| 2024 | Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895. Full description at Econpapers || Download paper | |
| 2024 | Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530. Full description at Econpapers || Download paper | |
| 2025 | Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815. Full description at Econpapers || Download paper | |
| 2025 | Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888. Full description at Econpapers || Download paper | |
| 2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper | |
| 2025 | Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341. Full description at Econpapers || Download paper | |
| 2025 | Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach. (2025). Canepa, Alessandra ; Alqaralleh, Huthaifa Sameeh ; Muchova, Eva. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002596. Full description at Econpapers || Download paper | |
| 2025 | Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information. (2025). Xu, Buyun ; Wu, Zhimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000087. Full description at Econpapers || Download paper | |
| 2025 | Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506. Full description at Econpapers || Download paper | |
| 2025 | The valuation of variance swaps with psychological barriers in the underlying dynamics. (2025). Jiang, Yiming ; Song, Shiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000622. Full description at Econpapers || Download paper | |
| 2025 | Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993. Full description at Econpapers || Download paper | |
| 2025 | Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104. Full description at Econpapers || Download paper | |
| 2025 | Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724. Full description at Econpapers || Download paper | |
| 2024 | Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850. Full description at Econpapers || Download paper | |
| 2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
| 2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers || Download paper | |
| 2024 | Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592. Full description at Econpapers || Download paper | |
| 2024 | Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Xiao, Xunyong ; Shan, Shan ; Kchouri, Bilal ; Li, Aixi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518. Full description at Econpapers || Download paper | |
| 2024 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Budin, Constantin ; Haas, Christian ; Darcy, Anne. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper | |
| 2024 | Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Lyu, Yongjian ; Ke, Rui ; Yang, MO ; Chang, Jianing ; Qin, Fanshu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081. Full description at Econpapers || Download paper | |
| 2024 | The effects of conventional and unconventional monetary policies of the US, EU, and China on global green investment. (2024). Hoang, Viet-Ngu ; Alvi, Shahzad ; Tufail, Saira ; Wilson, Clevo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002573. Full description at Econpapers || Download paper | |
| 2024 | Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207. Full description at Econpapers || Download paper | |
| 2024 | The impact of oil shocks on green, clean, and socially responsible markets. (2024). Gabauer, David ; Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377. Full description at Econpapers || Download paper | |
| 2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
| 2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper | |
| 2024 | Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699. Full description at Econpapers || Download paper | |
| 2024 | Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers || Download paper | |
| 2024 | Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273. Full description at Econpapers || Download paper | |
| 2024 | Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753. Full description at Econpapers || Download paper | |
| 2024 | What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881. Full description at Econpapers || Download paper | |
| 2024 | Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective. (2024). Abedin, Mohammad Zoynul ; Zeng, Hongjun ; Upreti, Vineet. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007114. Full description at Econpapers || Download paper | |
| 2024 | Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x. Full description at Econpapers || Download paper | |
| 2025 | The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107. Full description at Econpapers || Download paper | |
| 2025 | Supply chain digitalization and energy efficiency (gas and oil): How do they contribute to achieving carbon neutrality targets?. (2025). Gu, Xiao ; Zhan, Yunqiu ; Bi, Shuochen ; Wu, Wei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008491. Full description at Econpapers || Download paper | |
| 2025 | Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806. Full description at Econpapers || Download paper | |
| 2025 | Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659. Full description at Econpapers || Download paper | |
| 2025 | Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China. (2025). Shang, Junyan ; Zhao, Xiaojun ; Wang, Yiding. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001240. Full description at Econpapers || Download paper | |
| 2025 | How supply chain disruptions, renewable energy consumption, and eco-innovation mitigate environmental degradation? A path towards sustainable development in France. (2025). Ding, Hongjie ; Feng, Muzi ; Chen, Qian. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001707. Full description at Econpapers || Download paper | |
| 2025 | Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312. Full description at Econpapers || Download paper | |
| 2025 | Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189. Full description at Econpapers || Download paper | |
| 2025 | The interaction of energy diversification policy and geopolitical uncertainty in sustaining the environment: International evidence. (2025). Le, Ha Thanh ; To, Thanh Trung ; Chu, Lan Khanh ; Hoang, Dung Phuong. In: Energy Policy. RePEc:eee:enepol:v:200:y:2025:i:c:s0301421525000679. Full description at Econpapers || Download paper | |
| 2024 | COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Chen, Yanan ; Qi, Haozhi. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049. Full description at Econpapers || Download paper | |
| 2024 | An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Min. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499. Full description at Econpapers || Download paper | |
| 2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper | |
| 2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper | |
| 2024 | The volatility of global energy uncertainty: Renewable alternatives. (2024). Işık, cem ; Ongan, Serdar ; Saidmamatov, Olimjon ; Mirkhoshimova, Mokhirakhon ; Iik, Cem ; Kuziboev, Bekhzod ; Rajabov, Alibek. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235. Full description at Econpapers || Download paper | |
| 2024 | Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Cheng, Weijin ; Ming, Kai. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696. Full description at Econpapers || Download paper | |
| 2024 | Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Ozkan, Oktay. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224017304. Full description at Econpapers || Download paper | |
| 2024 | Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper | |
| 2024 | Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400. Full description at Econpapers || Download paper | |
| 2024 | The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253. Full description at Econpapers || Download paper | |
| 2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper | |
| 2025 | Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100. Full description at Econpapers || Download paper | |
| 2025 | Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043. Full description at Econpapers || Download paper | |
| 2025 | The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965. Full description at Econpapers || Download paper | |
| 2025 | Carbon price fluctuation prediction using a novel hybrid statistics and machine learning approach. (2025). Shang, Dawei ; Pang, Yudan ; Wang, Haijie. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s036054422501223x. Full description at Econpapers || Download paper | |
| 2025 | Dynamic spillovers between Chinese oil futures market and global financial markets under geopolitical risks. (2025). Xu, Nan ; Zhang, Weiqian ; Li, Songsong ; Romanova, Valentina. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019164. Full description at Econpapers || Download paper | |
| 2025 | Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905. Full description at Econpapers || Download paper | |
| 2025 | Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x. Full description at Econpapers || Download paper | |
| 2025 | International capital flows, financial development, and economic growth fluctuations. (2025). Li, Fang ; Ouyang, Shuyong ; Chen, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002121. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625. Full description at Econpapers || Download paper | |
| 2025 | Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539. Full description at Econpapers || Download paper | |
| 2025 | Climate risks and financial stability: Evidence from China. (2025). Huang, Jiayi ; Zhao, Xuejin ; Yao, Xinbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003941. Full description at Econpapers || Download paper | |
| 2025 | What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673. Full description at Econpapers || Download paper | |
| 2024 | Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. (2024). Westgaard, Sjur ; Risstad, Morten ; Isern, Hkon Ramon ; Gunnarsson, Elias Sovik ; Vigdel, Benjamin ; Kaloudis, Aristidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001534. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wang, Xueting ; Wu, Haoran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674. Full description at Econpapers || Download paper | |
| 2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper | |
| 2024 | Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801. Full description at Econpapers || Download paper | |
| 2024 | Transmission mechanisms of the effects of geopolitical risk on energy returns and volatility. (2024). Zhang, Zitao ; Qin, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002953. Full description at Econpapers || Download paper | |
| 2024 | Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570. Full description at Econpapers || Download paper | |
| 2024 | How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. (2024). Wang, Gang-Jin ; Uddin, Gazi ; Gong, Jue ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727. Full description at Econpapers || Download paper | |
| 2024 | Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241. Full description at Econpapers || Download paper | |
| 2024 | Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064. Full description at Econpapers || Download paper | |
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| 2003 | Capital Mobility and the Effectiveness of Fiscal Policy in Open Economies.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2005 | The integration of imperfect financial markets: Implications for business cycle volatility In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 19 |
| 2003 | The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2006 | The transparency of the ECB policy: What can we learn from its foreign exchange market interventions? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2015 | A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy. [Full Text][Citation analysis] | article | 6 |
| 2016 | A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
| 2016 | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy. [Full Text][Citation analysis] | article | 171 |
| 2015 | Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 171 | paper | |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
| 2016 | Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy. [Full Text][Citation analysis] | article | 22 |
| 2020 | The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2022 | Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
| 2020 | Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2022 | Climate risks and forecastability of the realized volatility of gold and other metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 18 |
| 2021 | Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2007 | Exchange rates, interventions, and the predictability of stock returns in Japan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2019 | Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2006 | Politics and the stock market: Evidence from Germany In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 28 |
| 2004 | Politics and the Stock Market: Evidence from Germany.(2004) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2024 | Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter? In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2024 | Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities reaction functions In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2013 | A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 22 |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2005 | The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 73 |
| 2003 | The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2008 | Financial market integration, labor markets, and macroeconomic policies In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | The business cycle and the equity risk premium in real time In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | On the directional accuracy of forecasts of emerging market exchange rates In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | On the determinants of small and large foreign exchange market interventions: The case of the Japanese interventions in the 1990s In: Review of Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s.(2004) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 13 |
| 2024 | Financial stress and realized volatility: The case of agricultural commodities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Inflation forecasts and forecaster herding: Evidence from South African survey data In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 5 |
| 2014 | Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | The Financial Crisis and the Stock Markets of the CEE Countries In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 12 |
| 2024 | Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality In: Economies. [Full Text][Citation analysis] | article | 2 |
| 2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 55 |
| 2021 | Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers In: Energies. [Full Text][Citation analysis] | article | 4 |
| 2021 | Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios In: Energies. [Full Text][Citation analysis] | article | 7 |
| 2021 | A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment In: Energies. [Full Text][Citation analysis] | article | 11 |
| 2021 | Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data In: Energies. [Full Text][Citation analysis] | article | 7 |
| 2022 | Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2024 | Climate Risks and Real Gold Returns over 750 Years In: Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2024 | Climate Risks and Real Gold Returns over 750 Years.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | House Price Forecasts, Forecaster Herding, and the Recent Crisis In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2023 | Realized Stock-Market Volatility of the United States and the Presidential Approval Rating In: Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2023 | Realized Stock-Market Volatility of the United States and the Presidential Approval Rating.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment In: Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century In: Mathematics. [Full Text][Citation analysis] | article | 8 |
| 2021 | Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2024 | Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices In: Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability. [Full Text][Citation analysis] | article | 18 |
| 2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2021 | El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements In: Sustainability. [Full Text][Citation analysis] | article | 3 |
| 2021 | El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | On the internal consistency of short-term, medium-term and long-term oil price forecasts.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | On the internal consistency of short-term, medium-term and long-term oil price forecasts.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | On the Internal Consistency of Short-Term, Medium-Term, and Long-Term Oil Price Forecasts.(2011) In: WHU Working Paper Series - Economics Group. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Predicting Recessions in Germany With Boosted Regression Trees In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Exchange Rate Target Zones and Stock Price Volatility. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany / Inflation und die Schiefe der Verteilung relativer Preisänderungen: Empirische Evidenz für Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 7 |
| 2010 | Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
| 2007 | International equity flows and the predictability of US stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2006 | International Equity Flows and the Predictability of U.S. Stock Returns.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | A Note on Corruption and National Olympic Success In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 2021 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War In: Computational Economics. [Full Text][Citation analysis] | article | 22 |
| 2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2024 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30 In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | Change of editorial assistant In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2017 | On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 5 |
| 2015 | On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | On the hump-shaped output effect of monetary policy in an open economy In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2004 | On the Hump-Shaped Output Effect of Monetary Policy in an Open Economy.(2004) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Editorial In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2010 | Sources of time-varying exchange rate exposure In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 7 |
| 2010 | Capital mobility and labor market volatility In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 3 |
| 2011 | Editorial In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2012 | Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
| 2012 | Housing starts in Canada, Japan, and the United States: Do forecasters herd?.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
| 2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply In: Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Der Rückgang konjunktureller Schwankungen in Deutschland: Bessere Geldpolitik oder nur Glück gehabt? In: Zeitschrift für Wirtschaftspolitik. [Full Text][Citation analysis] | article | 0 |
| 2013 | Using forecasts to uncover the loss function of FOMC members In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Experimental Evidence on Forecaster (anti-) Herding in Sports Markets In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Nonlinear Links between Stock Returns and Exchange Rate Movements In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data In: Working Papers. [Citation analysis] | paper | 5 |
| 2014 | On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | On the directional accuracy of inflation forecasts: evidence from South African survey data.(2018) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries In: Working Papers. [Citation analysis] | paper | 38 |
| 2018 | Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2016 | Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis In: Working Papers. [Citation analysis] | paper | 6 |
| 2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | Forecasting Changes of Economic Inequality: A Boosting Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 12 |
| 2021 | Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss.(2021) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers. [Citation analysis] | paper | 8 |
| 2022 | Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.(2022) In: Journal of the Operational Research Society. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 7 |
| 2021 | A note on oil price shocks and the forecastability of gold realized volatility.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 4 |
| 2020 | Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 13 |
| 2021 | Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries In: Working Papers. [Citation analysis] | paper | 7 |
| 2021 | Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers. [Citation analysis] | paper | 2 |
| 2021 | Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers. [Citation analysis] | paper | 20 |
| 2022 | Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2021 | Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning In: Working Papers. [Citation analysis] | paper | 11 |
| 2023 | Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning.(2023) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2021 | Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data In: Working Papers. [Citation analysis] | paper | 3 |
| 2024 | CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA.(2024) In: Climate Change Economics (CCE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2022 | Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Business applications and state‐level stock market realized volatility: A forecasting experiment.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers. [Citation analysis] | paper | 3 |
| 2024 | Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2023 | Realized Stock Market Volatility of the United States: The Role of Employee Sentiment In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Realized Stock Market Volatility of the United States: The Role of Employee Sentiment.(2024) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2024 | Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Gasoline Prices and Presidential Approval Ratings of the United States In: Working Papers. [Citation analysis] | paper | 0 |
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| 2024 | Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2012 | Forecasting U.S. Housing Starts Under Asymmetric Loss In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Forecasting US housing starts under asymmetric loss.(2013) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Fixing im deutschen Fußball: Eine empirische Analyse mittels der Randomized-Response-Technik In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Zum zeitlichen Umfang ehrenamtlichen Engagements in Sportvereinen – sozioökonomische Modellbildung und empirische Prüfung In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | A Note on the International Coordination of Anti-Doping Policies In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A Note on the International Coordination of Antidoping Policies.(2015) In: Journal of Sports Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | Zwischen Ermessensfreiheit und diskretionären Spielräumen: Die Finanzierung des bundesdeutschen Spitzensports – eine Wiederholungsstudie In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 2 |
| 2000 | Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle.(2000) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 12 |
| 2003 | The effectiveness of the interventions of the Swiss National Bank: an event-study analysis.(2003) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2013 | A note on the anti-herding instinct of interest rate forecasters In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2020 | Forecasting precious metal returns with multivariate random forests In: Empirical Economics. [Full Text][Citation analysis] | article | 12 |
| 2023 | Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach In: Financial Innovation. [Full Text][Citation analysis] | article | 1 |
| 1998 | Rezensionen In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2000 | Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2001 | Book reviews In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2003 | Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 9 |
| 2004 | Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s.(2004) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2010 | Periodically collapsing bubbles in the German stock market, 1876-1913 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | Why do speculative bubbles gather steam? Some international evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2013 | On the directional accuracy of survey forecasts: the case of gold and silver In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2013 | Joining the international fight against doping In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | Currency crises, uncertain fundamentals and private-sector forecasts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | On the internal consistency of the term structure of forecasts of housing starts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2015 | Gender and generosity in charitable giving: empirical evidence for the German Red Cross In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | A note on the directional accuracy of interest-rate forecasts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Forecasting gold-price fluctuations: a real-time boosting approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2015 | Sports and (real) business cycles In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2016 | Using ROC techniques to measure the effectiveness of foreign exchange market interventions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2022 | Business-cycle reports and the efficiency of macroeconomic forecasts for Germany In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2020 | Business-cycle reports and the efficiency of macroeconomic forecasts for Germany.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | Are female skins sold at a lower price? Evidence from the Fortnite game In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | On the efficiency of growth forecasts for Germany: an application of forward and backward predictor variable selection In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting Eurozone real-estate returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Oil price forecasting under asymmetric loss In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2012 | Oil price forecasting under asymmetric loss.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Do professional economists forecasts reflect Okuns law? Some evidence for the G7 countries In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 2015 | Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Sources of Predictability of European Stock Markets for High-technology Firms In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2005 | Sources of Predictability of European Stock Markets for High-Technology Firms.(2005) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30 In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Skewed exchange-rate forecasts In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | On the Internal Consistency of Stock Market Forecasts In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
| 2001 | NON-SEPARABLE CONSUMPTION-LABOR CHOICE AND THE INTERNATIONAL TRANSMISSION OF MONETARY POLICY SHOCKS: A NOTE In: International Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2007 | Households Preferences and Exchange Rate Overshooting In: International Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2013 | On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles? In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function? In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2020 | Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Stock returns, exchange rate movements and central bank interventions In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Time-varying nonlinear exchange rate exposure In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | A machine‐learning analysis of the rationality of aggregate stock market forecasts In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | A test of the joint efficiency of macroeconomic forecasts using multivariate random forests In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2022 | Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2023 | On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2006 | Real-time macroeconomic data and ex ante predictability of stock returns In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Real-time forecasting and political stock market anomalies: evidence for the U.S. In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The interventions of the European Central Bank: Effects, effectiveness, and policy implications In: Research Notes. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Im Biotop der Wissenschaft: Das PARK-Modell der Makroökonomie In: Schriften des Europäischen Instituts für Sozioökonomie e.V.. [Full Text][Citation analysis] | book | 3 |
| 2012 | Vademecum der Evalualogie: Neue Arten im Biotop der Wissenschaft In: Schriften des Europäischen Instituts für Sozioökonomie e.V.. [Full Text][Citation analysis] | book | 3 |
| 2013 | Gewalt und Gewaltbekämpfung im deutschen Fußball: Empirische Bestandsaufnahme und sozioökonomische Modellbildung In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Die Marke Olympia und die besondere Bedeutung von Vertrauenskriterien: Eine Geschichte von Markt, Macht und Moral In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Unternehmer im Dopingmarkt: Gendoping als neues Geschäftsfeld In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | For the love of football? Using economic models of volunteering to study the motives of German football referees In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Why do referees end their careers and which factors determine the duration of a referees career? In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Zur empirischen Prüfbarkeit des homo (socio-)oeconomicus anhand der Messung der Motive ehrenamtlichen Engagements in Sportvereinen In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Match quality, crowding out, and crowding in: Empirical evidence for German sports clubs In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Zur Evaluation wissenschaftlicher Publikationsleistungen in der Sportwissenschaft In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The influence of performance parameters on market value In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 1 |
| 2019 | German sports clubs recruitment of executive board members In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Internet und die Bindung Ehrenamtlicher am Beispiel des Deutschen Roten Kreuzes In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Zivilgesellschaftliches Engagement im Lebenszyklus In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Die Sozialfigur des Ehrenamtlichen im Roten Kreuz - Ergebnisse einer vergleichenden empirischen Untersuchung In: Working Papers of the European Institute for Socioeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Krieg der Währungen In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Wojna walutowa In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Experimentelle Evidenz zur Wirkung der Teilnahme an E-Learning-Veranstaltungen auf den Klausurerfolg In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | House price forecasts in times of crisis: Do forecasters herd? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Auswirkungen einer Importsteuer in den USA - Wer zahlt für die Mauer? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Wer verdient was warum? Das Oaxaca/Blinder-Dekompositions-Verfahren zur Analyse des Gender Pay Gap In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The LoP game: BigMac versus Fortnite In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Are female skins sold for a lower price? Evidence from the Fortnite game In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Heteroeneous forecasters and nonlinear expectation formation in US stock market.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Heterogeneous forecasters and nonlinear expectation formation in the US stock market.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1998 | Taxing short-term capital flows - An option for transition economies? In: Kiel Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2001 | Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer? In: Kiel Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Geldpolitik und vorausschauende Taylor-Regeln: Theorie und Empirie am Beispiel der Deutschen Bundesbank In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Monetary Policy Rules and Oil Price Shocks In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2002 | Exchange Rate Expectations Redux and Monetary Policy In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Capital Mobility, Consumption Substitutability, and the Effectiveness of Monetary Policy in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Keeping Up with the Joneses: Implications for the Welfare Effects of Monetary Policy in Open Economies In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Business Cycle Fluctuations and International Financial Integration In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | On the Welfare Effects of Monetary Policy When Households Try to Keep Up with the Rest of the World In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Productivity Shocks and Delayed Exchange-Rate Overshooting In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913 In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Underpricing and Index Excess Returns In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Irreversibility, endogenous mean reversion, and the investment decision of a foreign firm In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Brokers and business cycles: Does financial market volatility cause real fluctuations? In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Financial market volatility and inflation uncertainty: An empirical investigation In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | What can the ECB learn from Bundesbank interventions? Evidence on the link between exchange rate volatility and interventions In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Noise Traders? Trigger Rates, FX Options, and Smiles In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On the efficiency of German growth forecasts: An empirical analysis using quantile random forests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Government Forecasts of Budget Balances Under Asymmetric Loss: International Evidence In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Nonlinear Expectation Formation in the U.S. Stock Market In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Globalisierung und Konjunkturzyklen In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 0 |
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