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C

Christian Pierdzioch

Helmut Schmidt University

35H指数
461论文数
5.1K被引数
收录论文 53
发表时间
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Do shortages forecast aggregate and sectoral US stock market realized variance? Evidence from a century of data短缺预测了美国股票市场的总体和部门实际波动率吗？来自一个世纪数据的证据
errJournal of Empirical Finance
IF2.4
err2026-04-01
err0
PREAI
errBonato, Matteo; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention预测美国增长风险：房价与住房情绪或关注度
errJOURNAL OF REAL ESTATE FINANCE AND ECONOMICS
IF1.8
err2025-09-01
err0
errOAAI
errCepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Stock market volatility and multi-scale positive and negative bubbles
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2025-01-01
err0
PREAI
errGupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian
err分享
err收藏
Forecasting US recessions using over 150 years of data: Stock-market moments versus oil-market moments
errFINANCE RESEARCH LETTERS
IF6.9
err2024-11-01
err0
PREAI
errBouri, Elie; Gupta, Rangan; Pierdzioch, Christian; Polat, Onur
err分享
err收藏
Financial stress and realized volatility: The case of agricultural commodities
errRESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
IF6.9
err2024-08-01
err1
errOAAI
errBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa
errclimate
IF3.2
err2024-05-08
err1
errOAAI
errWu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Forecasting international financial stress: The role of climate risks
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2024-04-01
err5
errOAAI
errDel Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; Rognone, Lavinia
err分享
err收藏
Stock market bubbles and the realized volatility of oil price returns
errENERGY ECONOMICS
IF14.2
err2024-04-01
err0
errOAAI
errGupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian
err分享
err收藏
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?预测农产品价格的已实现波动: 情绪重要吗？
errJOURNAL OF FORECASTING
IF2.7
err2024-03-11
err4
errOAAI
errBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023
errFINANCE RESEARCH LETTERS
IF6.9
err2023-12-01
err3
errOAAI
errGupta, Rangan; Ji, Qiang; Pierdzioch, Christian; Plakandaras, Vasilios
err分享
err收藏
Business applications and state-level stock market realized volatility: A forecasting experiment
errJOURNAL OF FORECASTING
IF2.7
err2023-11-13
err0
errOAAI
errBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Do US economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
errFINANCIAL INNOVATION
IF7.2
err2023-01-12
err4
errOAAI
errGupta, Rangan; Pierdzioch, Christian
err分享
err收藏
El Nino, La Nina, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach
errJOURNAL OF FORECASTING
IF2.7
err2022-10-17
err15
errOAAI
errBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for US state-level uncertainty?
errENERGY ECONOMICS
IF14.2
err2022-10-01
err17
PREAI
errCepni, Oguzhan; Gupta, Rangan; Pienaar, Daniel; Pierdzioch, Christian
err分享
err收藏
Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-10-01
err11
PREAI
errSalisu, Afees A.; Pierdzioch, Christian; Gupta, Rangan; Gabauer, David
err分享
err收藏
Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data
errFINANCE RESEARCH LETTERS
IF6.9
err2022-05-01
err9
errOAAI
errSalisu, Afees A.; Pierdzioch, Christian; Gupta, Rangan
err分享
err收藏
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning英国区域产出增长的不确定性和可预测性: 来自机器学习的证据
errJOURNAL OF FORECASTING
IF2.7
err2022-01-24
err3
errOAAI
errBalcilar, Mehmet; Gabauer, David; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Predictability of tail risks of Canada and the US Over a Century: The role of spillovers and oil tail Risks
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2022-01-01
err9
errOAAI
errSalisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics
errRESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
IF6.9
err2021-12-01
err14
errOAAI
errGupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang
err分享
err收藏
Do oil-price shocks predict the realized variance of US REITs?
errENERGY ECONOMICS
IF14.2
err2021-12-01
err15
errOAAI
errBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
err分享
err收藏

研究方向

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合作学者
合作期刊
E
Elie Bouri
H 指数: 89 · 论文数: 469
R
Rangan Gupta
H 指数: 80 · 论文数: 1.8K
Q
Qiang Ji
H 指数: 80 · 论文数: 372
M
Mehmet Balcılar
H 指数: 55 · 论文数: 433
M
Mark E. Wohar
H 指数: 51 · 论文数: 445
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