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Risk transmission of El Niño-induced climate change to regional Green Economy Index
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Risk transmission of El Niño-induced climate change to regional Green Economy Index (2023)Risk transmission of El Niño-induced clim…The causal relationship between green finance and geopolitical risk: Implications for environmental management (2022)The causal relationship betwe…The information content of uncertainty indices for natural gas futures volatility forecasting (2021)The information content of un…Forecasting oil price volatility: Forecast combination versus shrinkage method (2019)Forecasting oil price volatil…Do all clean energy stocks respond homogeneously to oil price? (2019)Do all clean energy stocks re…Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model (2019)Can economic policy uncertain…Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect (2018)Volatility forecasting of cru…Risk Everywhere: Modeling and Managing Volatility (2018)Risk Everywhere: Modeling and…Oil and the short-term predictability of stock return volatility (2018)Oil and the short-term predic…Manager sentiment and stock returns (2018)Manager sentiment and stock r…Forecasting the prices of crude oil: An iterated combination approach (2018)Forecasting the prices of cru…Stock Market Volatility and Macroeconomic Fundamentals (2012)Stock Market Volatility and M…Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Out-of-Sample Forecast Tests …Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Choosing the Best Volatility Models: The Model Confidence Set Approach* (2003)Choosing the Best Volatility …Leverage Effect in Financial Markets: The Retarded Volatility Model (2001)Leverage Effect in Financial …Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Rank Correlation Methods. (1957)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Pooling of forecasts (2004)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Climate policy uncertainty and world renewable energy index volatility forecasting (2022)Geopolitical risk and dynamic connectedness between commodity markets (2022)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Rolling window selection for out-of-sample forecasting with time-varying parameters (2016)Investor Attention and Stock Returns (2018)Geopolitical risk and oil volatility: A new insight (2019)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Quantifying the Behavior of Stock Correlations Under Market Stress (2012)The Econometrics of Financial Markets (2012)Commodity futures and market efficiency (2013)Modeling financial time-series with generative adversarial networks (2019)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Economic policy uncertainty and the Chinese stock market volatility: Novel evidence (2019)Geopolitical risk and stock market volatility: A global perspective (2022)Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions (2022)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Extreme connectedness between renewable energy tokens and fossil fuel markets (2022)Geopolitical risk and renewable energy asset prices: Implications for sustainable development (2022)Generalized autoregressive conditional heteroskedasticity (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models (2019)Statistical analysis of cointegration vectors (1988)A practical guide to volatility forecasting through calm and storm (2011)Forecasting volatility of oil price using an artificial neural network-GARCH model (2016)Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants (2020)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)Judgment under Uncertainty: Heuristics and Biases (1975)Noise Trader Risk in Financial Markets (1990)Can ChatGPT forecast stock price movements? 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References

  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2012Stock Market Volatility and Macroeconomic Fundamentals1,122 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 2018Manager sentiment and stock returns733 cited
  • 2012Out-of-Sample Forecast Tests Robust to the Choice of Window Size404 cited
  • 2018Risk Everywhere: Modeling and Managing Volatility357 cited
  • 2001Leverage Effect in Financial Markets: The Retarded Volatility Model326 cited
  • 2003Choosing the Best Volatility Models: The Model Confidence Set Approach*217 cited
  • 2018Oil and the short-term predictability of stock return volatility213 cited
  • 2019Do all clean energy stocks respond homogeneously to oil price?213 cited
  • 2019Forecasting oil price volatility: Forecast combination versus shrinkage method168 cited
  • 2018Forecasting the prices of crude oil: An iterated combination approach159 cited
  • 2022The causal relationship between green finance and geopolitical risk: Implications for environmental management149 cited
  • 2019Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model115 cited
  • 2021The information content of uncertainty indices for natural gas futures volatility forecasting

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101 cited
  • 2018Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect83 cited
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