1. A detailed look at crude oil price volatility prediction using macroeconomic variables. (20th March 2020) Authors: Nonejad, Nima Journal: Journal of forecasting Issue: Volume 39:Number 7(2020) Page Start: 1119 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME‐SERIES ECONOMETRICS. (18th January 2021) Authors: Nonejad, Nima Journal: Journal of economic surveys Issue: Volume 35:Number 2(2021) Page Start: 566 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. Issue 8 (3rd August 2021) Authors: Nonejad, Nima Journal: Quantitative finance Issue: Volume 21:Issue 8(2021) Page Start: 1387 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Crude oil price volatility dynamics and the great recession. Issue 8 (4th May 2019) Authors: Nonejad, Nima Journal: Applied economics letters Issue: Volume 26:Issue 8(2019) Page Start: 622 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Density forecasts and the leverage effect: Evidence from Observation and parameter-Driven volatility models. Issue 2 (11th February 2020) Authors: Catania, Leopoldo; Nonejad, Nima Journal: European journal of finance Issue: Volume 26:Issue 2/3(2020) Page Start: 100 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Forecasting With the Standardized Self‐Perturbed Kalman Filter. (28th April 2016) Authors: Grassi, Stefano; Nonejad, Nima; De Magistris, Paolo Santucci Journal: Journal of applied econometrics Issue: Volume 32:Number 2(2017) Page Start: 318 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (7th February 2018) Authors: Nonejad, Nima Journal: Scottish journal of political economy Issue: Volume 66:Number 2(2019) Page Start: 246 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions. (27th March 2017) Authors: Nonejad, Nima Journal: Journal of forecasting Issue: Volume 36:Number 6(2017) Page Start: 718 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Replicating the Results in 'A New Model of Trend Inflation' Using Particle Markov Chain Monte Carlo. (9th November 2015) Authors: Nonejad, Nima Journal: Journal of applied econometrics Issue: Volume 31:Number 7(2016) Page Start: 1478 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large‐scale out‐of‐sample forecast evaluation of US macroeconomic data. (20th December 2020) Authors: Nonejad, Nima Journal: Journal of forecasting Issue: Volume 40:Number 5(2021) Page Start: 769 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗