Christian Pierdzioch

发表

A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality

Christian Pierdzioch, Jan‐Christoph Rülke, 2013 .

The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis

Christian Pierdzioch, 2000 .

A Note on Corruption and National Olympic Success

Christian Pierdzioch, E. Emrich, 2013 .

Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach

Christian Pierdzioch, Rangan Gupta, M. Wohar, 2017 .

Do inflation targets anchor inflation expectations

Christian Pierdzioch, Jan‐Christoph Rülke, 2013 .

The international business cycle and gold-price fluctuations

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2014 .

The changing sensitivity of realized portfolio betas to U.S. output growth: an analysis based on real-time data

Christian Pierdzioch, Renatas Kizys, 2011 .

The business cycle and the equity risk premium in real time

Christian Pierdzioch, Renatas Kizys, 2010 .

A Boosting Approach to Forecasting the Volatility of Gold-Price Fluctuations Under Flexible Loss

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2015 .

A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2016 .

Business-cycle reports and the efficiency of macroeconomic forecasts for Germany

Christian Pierdzioch, Alexander Foltas, 2021 .

A test of the joint efficiency of macroeconomic forecasts using multivariate random forests

Christian Pierdzioch, M. Risse, C. Behrens, 2018 .

Testing the optimality of inflation forecasts under flexible loss with random forests

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2018, Economic Modelling.

On the efficiency of German growth forecasts: an empirical analysis using quantile random forests and density forecasts

Christian Pierdzioch, Alexander Foltas, 2020, Applied Economics Letters.

Volunteering, Match Quality, and Internet Use

Christian Pierdzioch, E. Emrich, 2016 .

Public goods, private consumption, and human-capital formation: on the economics of volunteer labour supply

Christian Pierdzioch, E. Emrich, 2015 .

Voluntary engagement in sports clubs: A behavioral model and some empirical evidence

Christian Pierdzioch, E. Emrich, W. Pitsch, 2014 .

On the directional accuracy of inflation forecasts: evidence from South African survey data

Christian Pierdzioch, Rangan Gupta, M. Reid, 2018 .

Forecasting changes of economic inequality: A boosting approach

Christian Pierdzioch, Rangan Gupta, Hossein Hassani, 2020, The Social Science Journal.

Predicting recessions in Germany with boosted regression trees

Christian Pierdzioch, U. Fritsche, Jörg Döpke, 2015 .

Uncertainty and Forecasts of U.S. Recessions

Christian Pierdzioch, Rangan Gupta, 2019, Studies in Nonlinear Dynamics & Econometrics.

The Influence of Performance Parameters on Market Value

Christian Pierdzioch, E. Emrich, Monika Frenger, 2019 .

Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply

Christian Pierdzioch, E. Emrich, 2016 .

Forecasting the South African inflation rate: On asymmetric loss and forecast rationality

Christian Pierdzioch, Rangan Gupta, M. Reid, 2016 .

Modeling the intensity of foreign exchange intervention activity

Christian Pierdzioch, M. Frenkel, G. Stadtmann, 2004 .

Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis

Christian Pierdzioch, Mark E. Wohar, Mehmet Balcilar, 2017 .

Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market

Christian Pierdzioch, Jan C. Ruelke, S. Reitz, 2014 .

House price forecasts in times of crisis: Do forecasters herd?

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

On the directional accuracy of forecasts of emerging market exchange rates

Christian Pierdzioch, Jan‐Christoph Rülke, 2015 .

Forecasting US housing starts under asymmetric loss

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2013 .

Noise Traders? Trigger Rates, FX Options, and Smiles

Christian Pierdzioch, 2000 .

Climate risks and realized volatility of major commodity currency exchange rates

Christian Pierdzioch, Rangan Gupta, M. Bonato, 2022, Journal of Financial Markets.

A Quantile-Boosting Approach to Forecasting Gold Returns

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2015 .

Nonlinear Expectation Formation in the U.S. Stock Market

Christian Pierdzioch, Jan‐Christoph Rülke, S. Reitz, 2015 .

On the Short-Term Predictability of Stock Returns: A Quantile Boosting Approach

Christian Pierdzioch, Rıza Demirer, Huacheng Zhang, 2016 .

On the directional accuracy of survey forecasts: the case of gold and silver

Christian Pierdzioch, Jan‐Christoph Rülke, U. Fritsche, 2013 .

Testing economic models of volunteer labour supply: some empirical evidence for the German Red Cross

Christian Pierdzioch, E. Emrich, 2015 .

House Price Forecasts, Forecaster Herding, and the Recent Crisis

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

Do professional economists’ forecasts reflect Okun's law? Some evidence for the G7 countries

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2011 .

The intensity of internet use by volunteers: empirical results for the internet portal of the German Football Association

Christian Pierdzioch, E. Emrich, Marco Oestmann, 2014 .

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

Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, 2022, International Review of Financial Analysis.

The Effectiveness of the Interventions of the Swiss National Bank; An Event-Study Analysis

Christian Pierdzioch, G. Stadtmann, 2003 .

Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers

Christian Pierdzioch, Rangan Gupta, 2021, Energies.

Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?

Christian Pierdzioch, Rangan Gupta, Oğuzhan Çepni, 2022, Energy Economics.

Forecasting the realized variance of oil-price returns: a disaggregated analysis of the role of uncertainty and geopolitical risk

Christian Pierdzioch, Rangan Gupta, 2022, Environmental Science and Pollution Research.

Scattered Fiscal Forecasts

Christian Pierdzioch, Jan C. Ruelke, G. Stadtmann, 2011 .

Exchange-rate forecasts and asymmetric loss: empirical evidence for the yen/dollar exchange rate

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

Who believes in the Taylor principle? Evidence from the Livingston survey

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

Currency crises, uncertain fundamentals and private-sector forecasts

Christian Pierdzioch, Jan‐Christoph Rülke, 2013 .

Forecasting Changes in House Prices Under Asymmetric Loss: Evidence from the WSJ Forecast Poll

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2013 .

The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?

Christian Pierdzioch, M. Frenkel, G. Stadtmann, 2006 .

Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach

Riza Demirer, Christian Pierdzioch, Rangan Gupta, 2016, Resources Policy.

LABOR MARKET VOLATILITY, SKILLS, AND FINANCIAL GLOBALIZATION

Christian Pierdzioch, C. Buch, 2013, Macroeconomic Dynamics.

Climate risks and state-level stock market realized volatility

Christian Pierdzioch, Rangan Gupta, M. Bonato, 2023, Journal of Financial Markets.

Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data

Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, 2022, International Review of Finance.

On the determinants of sporting success – A note on the Olympic Games

Christian Pierdzioch, E. Emrich, W. Pitsch, 2012 .

Forecasting precious metal returns with multivariate random forests

Christian Pierdzioch, M. Risse, 2018, Empirical Economics.

Joining the international fight against doping

Christian Pierdzioch, E. Emrich, 2013 .

A Note on the International Coordination of Antidoping Policies

Christian Pierdzioch, E. Emrich, 2015 .

A Note on Corruption and National Olympic Success

Christian Pierdzioch, E. Emrich, 2013, Atlantic Economic Journal.

Periodically collapsing bubbles in the German stock market, 1876–1913

Christian Pierdzioch, 2010 .

Forecasting precious metal returns with multivariate random forests

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2017, Empirical Economics.

Capital mobility and the effectiveness of fiscal policy in open economies

Christian Pierdzioch, 2004 .

Changes in the international comovement of stock returns and asymmetric macroeconomic shocks

Christian Pierdzioch, Renatas Kizys, 2009 .

Sources of Predictability of European Stock Markets for High-technology Firms

Christian Pierdzioch, A. Schertler, 2007 .

Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913

Christian Pierdzioch, 2004 .

Business Cycle Fluctuations and International Financial Integration

Christian Pierdzioch, Renatas Kizys, 2004 .

Financial Market Integration, Costs of Adjusting Hours Worked and Monetary Policy

Christian Pierdzioch, M. A. Çenesiz, 2010 .

Capital mobility and labor market volatility

Christian Pierdzioch, M. Alper Çenesiz, 2010 .

Labor-Market Search, Financial Market Integration, and the Fiscal Multiplier

Christian Pierdzioch, M. A. Çenesiz, 2009 .

Efficiency wages, financial market integration, and the fiscal multiplier

Christian Pierdzioch, M. A. Çenesiz, 2009 .

Financial market integration, labor markets, and macroeconomic policies

Christian Pierdzioch, Christian Pierdzioch, M. Alper Cenesiz, 2008 .

Households' Preferences and Exchange Rate Overshooting

Christian Pierdzioch, 2007 .

Exchange Rates, Expectations, and Monetary Policy: A Noem Perspective

Christian Pierdzioch, G. Stadtmann, 2007 .

On the hump-shaped output effect of monetary policy in an open economy

Christian Pierdzioch, Serkan Yener, 2007 .

Noise trading and delayed exchange rate overshooting

Christian Pierdzioch, 2005 .

Capital Mobility, Consumption Substitutability and the Effects of Monetary Policy in Open Economies

Christian Pierdzioch, 2005 .

Financial Market Integration and Business Cycle Volatility in a Monetary Union

Christian Pierdzioch, 2004 .

Productivity Shocks and Delayed Exchange-Rate Overshooting

Christian Pierdzioch, 2004 .

Noise Trading and the Effects of Monetary Policy Shocks on Nominal and Real Exchange Rates

Christian Pierdzioch, 2003 .

Home-Product Bias, Capital Mobility, and the Effects of Monetary Policy Shocks in Open Economies

Christian Pierdzioch, 2003 .

Financial Openness and Business Cycle Volatility

Christian Pierdzioch, Jörg Döpke, C. Buch, 2002 .

Exchange Rate Expectations Redux and Monetary Policy

Christian Pierdzioch, 2002 .

Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach

Christian Pierdzioch, Rangan Gupta, 2023, Financial Innovation.

Predicting Recessions With Boosted Regression Trees

Christian Pierdzioch, Ulrich Fritsche, Christian Pierdzioch, 2017 .

Do oil-price shocks predict the realized variance of U.S. REITs?

Christian Pierdzioch, Rangan Gupta, M. Bonato, 2021, Energy Economics.

Animal spirits, the stock market, and the unemployment rate: Some evidence for German data

Christian Pierdzioch, U. Fritsche, 2017 .

Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market

Christos Floros, Christian Pierdzioch, Renatas Kizys, 2013 .

Low Skill but High Volatility?

Christian Pierdzioch, Christian Pierdzioch, C. Buch, 2009, SSRN Electronic Journal.

Forecasting Realized Stock-Market Volatility: Do Industry Returns Have Predictive Value?

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2020 .

A machine-learning analysis of the rationality of aggregate stock market forecasts

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2018, International Journal of Finance & Economics.

A Machine-Learning Analysis of the Rationality of Aggregate Stock-Market Forecasts

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2016 .

of the European Institute for Socioeconomics Volunteering , match quality , and Internet use

Christian Pierdzioch, E. Emrich, 2015 .

Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment

Christian Pierdzioch, Rangan Gupta, Jacobus Nel, 2023, Mathematics.

The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests

Christian Pierdzioch, Rangan Gupta, M. Wohar, 2019, Finance Research Letters.

Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-Of-Sample Forecasting Experiment

Christian Pierdzioch, Rangan Gupta, 2021, Energies.

Infectious Diseases, Market Uncertainty and Oil Market Volatility

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2020, Energies.

Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2020, Journal of International Money and Finance.

On the efficiency of the gold market: Results of a real-time forecasting approach

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2014 .

Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test

Christian Pierdzioch, Rangan Gupta, M. Balcilar, 2016 .

Climate risks and forecastability of the realized volatility of gold and other metal prices

Christian Pierdzioch, Rangan Gupta, 2022, Resources Policy.

Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 Economics

Christian Pierdzioch, Rangan Gupta, Qiang Ji, 2021 .

INFLATION ZONE TARGETING AND SKEWED INFLATION EXPECTATIONS

Christian Pierdzioch, U. Fritsche, Jan-Oliver Menz, 2013 .

On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?

Christian Pierdzioch, Renatas Kizys, 2013 .

Does the ECB Have a Time-Inconsistency Problem? A Note

Christian Pierdzioch, G. Stadtmann, 2011 .

The Financial Crisis and the Stock Markets of the CEE Countries

Christian Pierdzioch, Renatas Kizys, 2011 .

Sources of time-varying exchange rate exposure

Christian Pierdzioch, Renatas Kizys, 2010 .

International Equity Flows and Speculative Bubbles: Some Empirical Evidence for South-East Asia

Christian Pierdzioch, Renatas Kizys, 2010 .

A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2013 .

Oil price forecasting under asymmetric loss

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2013 .

On international uncertainty links: BART-based empirical evidence for Canada

Christian Pierdzioch, Rangan Gupta, M. Risse, 2016 .

Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty

Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, 2021, The Journal of Real Estate Finance and Economics.

Forecasting Realized Volatility of Bitcoin: The Role of the Trade War

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2020, Computational Economics.

For the love of football?

Christian Pierdzioch, E. Emrich, Christian Rullang, 2017 .

For the love of football? Using economic models of volunteering to study the motives of German football referees

Christian Pierdzioch, E. Emrich, Christian Rullang, 2016 .

Football clubs and philanthropy: An empirical analysis of volunteering, match quality, and donations

Christian Pierdzioch, E. Emrich, C. Behrens, 2018 .

Collective Decision-making: FIFA from the Perspective of Public Choice

Christian Pierdzioch, E. Emrich, Florian Follert, 2020, The Economists’ Voice.

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2015 .

Taxing short-term capital flows - An option for transition economies?

Christian Pierdzioch, C. Buch, Ralph Heinrich, 1998 .

The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility

Christian Pierdzioch, Georg Stadtmann, Michael Frenkel, 2003 .

Economic and financial crises and the predictability of U.S. stock returns

Christian Pierdzioch, B. Kempa, Daniel Hartmann, 2008 .

The Value of Waiting: Russia's Integration into the International Capital Markets

Christian Pierdzioch, C. Buch, Ralph Heinrich, 1999 .

Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆

Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, 2022, The North American Journal of Economics and Finance.

Investing in European Stock Markets for High-Technology Firms

Christian Pierdzioch, A. Schertler, 2008 .

Business-cycle fluctuations and international equity correlations

Christian Pierdzioch, Renatas Kizys, 2006 .

Foreign Capital and Economic Transformation: Risks and Benefits of Free Capital Flows

Christian Pierdzioch, C. Buch, Ralph Heinrich, 1999 .

The Integration of Imperfect Financial Markets: Implications for Business Cycle Volatility

Christian Pierdzioch, C. Buch, 2003 .

Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence

Christian Pierdzioch, C. Buch, Joerg Doepke, 2002 .

Monetary Policy Rules and Oil Price Shocks

Christian Pierdzioch, Christophe Kamps, 2002 .

Real-Time Macroeconomic Data and Ex Ante Predictability of Stock Returns

Christian Pierdzioch, Jörg Döpke, Daniel Hartmann, 2006, SSRN Electronic Journal.

Exchange rate target zones and stock price volatility

Christian Pierdzioch, M. Nelles, B. Kempa, 1999 .

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2016, Empirical Economics.

Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding

Christian Pierdzioch, Jan‐Christoph Rülke, U. Fritsche, 2012 .

Gender and generosity in charitable giving: empirical evidence for the German Red Cross

Christian Pierdzioch, E. Emrich, 2015 .

Cointegration of the prices of gold and silver: RALS-based evidence

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2015 .

On the Loss Function of the Bank of Canada: A Note

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time

Christian Pierdzioch, Christian Pierdzioch, Jörg Döpke, 2008, SSRN Electronic Journal.

Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s

Christian Pierdzioch, M. Frenkel, G. Stadtmann, 2003 .

The Interventions of the European Central Bank: Effects, Effectiveness, and Policy Implications

Christian Pierdzioch, M. Frenkel, G. Stadtmann, 2001 .

Nonlinear Links between Stock Returns and Exchange Rate Movements

Christian Pierdzioch, Daniel Hartmann, 2006 .

Japanese and U.S. Interventions in the Yen/ U.S. Dollar Market: Estimating the Monetary Authorities' Reaction Functions

Christian Pierdzioch, Georg Stadtmann, Michael Frenkel, 2005 .

Bank of Japan and Federal Reserve Interventions in the Yen/ U.S. Dollar Market: Estimating the Central Banks' Reaction Functions

Christian Pierdzioch, M. Frenkel, G. Stadtmann, 2002 .

Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle

Christian Pierdzioch, Jörg Döpke, 2000 .

Brokers and business cycles: Does financial market volatility cause real fluctuations?

Christian Pierdzioch, Jörg Döpke, 1998 .

OPEC news and jumps in the oil market

Christian Pierdzioch, Rangan Gupta, Seong‐Min Yoon, 2021 .

Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis

Christian Pierdzioch, Rangan Gupta, M. Bonato, 2021, Journal of Forecasting.

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2021 .

A note on oil price shocks and the forecastability of gold realized volatility

Syed Jawad Hussain Shahzad, Christian Pierdzioch, Rangan Gupta, 2020, Applied Economics Letters.

A note on investor happiness and the predictability of realized volatility of gold

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2020 .

Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of data

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2021, Theoretical and Applied Climatology.

El Niño and forecastability of oil-price realized volatility

Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, 2021, Theoretical and Applied Climatology.

Politics and the stock market: Evidence from Germany

Christian Pierdzioch, Jörg Döpke, 2006 .

Business Cycle Volatility in Germany

Christian Pierdzioch, C. Buch, Joerg Doepke, 2004 .

2 Business Cycle Volatility in Germany

Christian Pierdzioch, 2002 .

Financial Market Volatility and Inflation Uncertainty - An Empirical Investigation. February 1999, 15 pp

Christian Pierdzioch, Jörg Döpke, 1999 .

On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s

Christian Pierdzioch, Georg Stadtmann, Michael Frenkel, 2004 .

Skewed exchange-rate forecasts

Christian Pierdzioch, G. Stadtmann, 2015 .

Time-varying risk aversion and the predictability of bond premia

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2020 .

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States

Christian Pierdzioch, Martin T. Bohl, Christian Pierdzioch, 2008 .

Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss

Christian Pierdzioch, Konstantinos Gkillas, Rangan Gupta, 2021, The European Journal of Finance.

A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios

Christian Pierdzioch, Rangan Gupta, W. Wong, 2021, Energies.

Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Christian Pierdzioch, Rangan Gupta, M. Wohar, 2016 .

Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data

Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, 2020 .

Who bets on sports? Some further empirical evidence using German data

Christian Pierdzioch, E. Emrich, Freya Gassmann, 2017 .

Realized Stock-Market Volatility of the United States and the Presidential Approval Rating

Christian Pierdzioch, Rangan Gupta, R. van Eyden, 2023, Mathematics.

Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning

Christian Pierdzioch, Rangan Gupta, Jacobus Nel, 2021, Journal of Behavioral Finance.

Forecasting realized gold volatility: Is there a role of geopolitical risks?

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2020 .

Time-varying risk aversion and realized gold volatility

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2019, The North American Journal of Economics and Finance.

Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2019, Physica A: Statistical Mechanics and its Applications.

Are Precious Metals a Hedge Against Exchange-Rate Movements? An Empirical Exploration Using Bayesian Additive Regression Trees

Christian Pierdzioch, M. Risse, Sebastian Rohloff, 2016 .

Predicting stock market movements with a time-varying consumption-aggregate wealth ratio

Christian Pierdzioch, Rangan Gupta, Anandamayee Majumdar, 2019, International Review of Economics & Finance.

Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data

Christian Pierdzioch, Rangan Gupta, Monique Reid, 2016 .

Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?

Christian Pierdzioch, Georg Stadtmann, Christian Pierdzioch, 2012 .

Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2010, The Journal of Real Estate Finance and Economics.

Using forecasts to uncover the loss function of FOMC members

Christian Pierdzioch, Jan‐Christoph Rülke, Peter Tillmann, 2013 .

Herdenverhalten von Wechselkursprognostikern? / Herd Behavior of Exchange Rate Forecasters?

Christian Pierdzioch, Georg Stadtmann, 2010 .

Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data

Christian Pierdzioch, S. Karmakar, Rangan Gupta, 2023, Computational Economics.

Climate shocks and wealth inequality in the UK: evidence from monthly data

Christian Pierdzioch, Rangan Gupta, X. Sheng, 2023, Environmental Science and Pollution Research.

A real-time quantile-regression approach to forecasting gold returns under asymmetric loss

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2015 .

Forecasting gold-price fluctuations: a real-time boosting approach

Christian Pierdzioch, Marian Risse, Christian Pierdzioch, 2015 .

El Niño, La Niña, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach

Christian Pierdzioch, Rangan Gupta, M. Bonato, 2022, Journal of Forecasting.

The predictive power of oil price shocks on realized volatility of oil: A note

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2020, Resources Policy.

Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30

Christian Pierdzioch, B. Kempa, Torben W. Hendricks, 2012 .

A Bayesian Analysis of the Efficiency of Growth and Inflation Forecasts for Germany

Christian Pierdzioch, M. Risse, C. Behrens, 2018 .

A Note on Forecasting Emerging Market Exchange Rates: Evidence of Anti‐Herding

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

A note on the anti-herding instinct of interest rate forecasters

Christian Pierdzioch, Jan‐Christoph Rülke, 2013 .

Forecasting stock prices: Do forecasters herd?

Christian Pierdzioch, Christian Pierdzioch, Jan‐Christoph Rülke, 2012 .

Forecasting metal prices: Do forecasters herd?

Christian Pierdzioch, Georg Stadtmann, Christian Pierdzioch, 2013 .

Heroes at Home, Suspects Abroad? National and International Perceptions of Elite-Sports Success

Christian Pierdzioch, E. Emrich, J. Haut, 2020, Sociology of Sport Journal.

Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data †

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2021 .

Stock market bubbles and the realized volatility of oil price returns

Christian Pierdzioch, Joshua Nielsen, Stock Market Rangan Gupta, 2024, Energy Economics.

Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More Than A Century of Data

Christian Pierdzioch, Rangan Gupta, M. Balcilar, 2022, Energies.

Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests

Christian Pierdzioch, Rangan Gupta, Rıza Demirer, 2021, J. Oper. Res. Soc..

Investor Happiness and Predictability of the Realized Volatility of Oil Price

Christian Pierdzioch, Rangan Gupta, Konstantinos Gkillas, 2020 .

Is there a Core of Macroeconomics that Euro Area Forecasters Believe In?

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements

Christian Pierdzioch, Rangan Gupta, Elie Bouri, 2021, Sustainability.

Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century

Christian Pierdzioch, Rangan Gupta, David Gabauer, 2023, Mathematics.

Exchange rates, interventions, and the predictability of stock returns in Japan

Christian Pierdzioch, Daniel Hartmann, 2007 .

Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the U.S

Martin T. Bohl, Christian Pierdzioch, Jörg Döpke, 2006, SSRN Electronic Journal.

Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality

Christian Pierdzioch, Rangan Gupta, Edmond Berisha, 2021 .

Sports and (real) business cycles

Christian Pierdzioch, M. A. Ҫenesiz, Helmut Schmidt, 2015 .

Real-time macroeconomic data and ex ante stock return predictability

Christian Pierdzioch, Jörg Döpke, Daniel Hartmann, 2008 .

The Internet and the Commitment of Volunteers

Christian Pierdzioch, E. Emrich, 2016 .

Central banks’ interest rate projections and forecast coordination

Christian Pierdzioch, Jan‐Christoph Rülke, 2014 .

Survey Forecasts and Money Demand Functions: Some International Evidence

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2011 .

On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test

Christian Pierdzioch, Rangan Gupta, M. Balcılar, 2016, International Economics and Economic Policy.

New Evidence of Anti-Herding of Oil-Price Forecasters

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2010 .

Forecasting Housing Approvals in Australia: Do Forecasters Herd?

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2012 .

The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan

Christian Pierdzioch, M. Frenkel, G. Stadtmann, 2002 .

Time-varying nonlinear exchange rate exposure

Christian Pierdzioch, Renatas Kizys, 2007 .

Stock returns, exchange rate movements and central bank interventions

Christian Pierdzioch, Daniel Hartmann, 2007 .

Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model

Refk Selmi, Christian Pierdzioch, Rangan Gupta, 2018 .

Using ROC techniques to measure the effectiveness of foreign exchange market interventions

Christian Pierdzioch, 2015 .

On the internal consistency of short-term, medium-term and long-term oil price forecasts

Christian Pierdzioch, Jan C. Ruelke, G. Stadtmann, 2011 .

USING FORECASTS TO UNCOVER THE LOSS FUNCTION OF FEDERAL OPEN MARKET COMMITTEE MEMBERS

Christian Pierdzioch, Jan‐Christoph Rülke, Peter Tillmann, 2016, Macroeconomic Dynamics.

Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries

Christian Pierdzioch, Jan‐Christoph Rülke, G. Stadtmann, 2015 .