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The predictive power of oil price shocks on realized volatility of oil: A note.
Resour Policy. 2020 Dec;69:101856. doi: 10.1016/j.resourpol.2020.101856. Epub 2020 Sep 23.
Resour Policy. 2020.
PMID: 34173422
Free PMC article.
Forecasting the realized variance of oil-price returns: a disaggregated analysis of the role of uncertainty and geopolitical risk.
Gupta R, Pierdzioch C.
Gupta R, et al. Among authors: pierdzioch c.
Environ Sci Pollut Res Int. 2022 Jul;29(34):52070-52082. doi: 10.1007/s11356-022-19152-8. Epub 2022 Mar 7.
Environ Sci Pollut Res Int. 2022.
PMID: 35257343
Free PMC article.
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Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis.
Behrens C, Pierdzioch C, Risse M.
Behrens C, et al. Among authors: pierdzioch c.
J Appl Stat. 2019 Aug 8;47(4):698-723. doi: 10.1080/02664763.2019.1652253. eCollection 2020.
J Appl Stat. 2019.
PMID: 35707494
Free PMC article.
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Climate shocks and wealth inequality in the UK: evidence from monthly data.
Sheng X, Chisadza C, Gupta R, Pierdzioch C.
Sheng X, et al. Among authors: pierdzioch c.
Environ Sci Pollut Res Int. 2023 Jul;30(31):77771-77783. doi: 10.1007/s11356-023-27342-1. Epub 2023 Jun 1.
Environ Sci Pollut Res Int. 2023.
PMID: 37258805
Free PMC article.
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Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach.
Gupta R, Pierdzioch C.
Gupta R, et al. Among authors: pierdzioch c.
Financ Innov. 2023;9(1):24. doi: 10.1186/s40854-022-00435-5. Epub 2023 Jan 12.
Financ Innov. 2023.
PMID: 36687791
Free PMC article.
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