Helmut Schmidt University - University of the Federal Armed Forces Hamburg

Top Publications

Top Publications Authored or Co-Authored in "Helmut Schmidt University - University of the Federal Armed Forces Hamburg"

• Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test

  Resources Policy, Volume 49, Year 2016, Citations 205
• Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss

  Journal of International Money and Finance, Volume 104, Article 102137, Year 2020, Citations 95
• Infectious diseases, market uncertainty and oil market volatility

  Energies, Volume 13, No. 15, Article 4090, Year 2020, Citations 91
• Forecasting realized gold volatility: Is there a role of geopolitical risks?

  Finance Research Letters, Volume 35, Article 101280, Year 2020, Citations 82
• Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty

  Journal of Macroeconomics, Volume 57, Year 2018, Citations 78