Concepedia
Statistics
Publications
118
Citations
4.2K
H-Index
34
Active since
1998
Affiliations
Helmut Schmidt University(Current)
University of Pretoria
Saarland University
IPAG Business School
University of Southern Denmark
Christian Pierdzioch is an author at Helmut Schmidt University specializing in finance, business, and economics.
Top concepts
BusinessFinanceEconomicsForecastingAsset PricingStatisticsFinancial EconomicsEconomic AnalysisEconometricsEngineering
Publications per year
1998–2024
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
Mehmet Balcılar, Rangan Gupta, Christian Pierdzioch · Resources Policy · 2016 · 310 citations
Empirical Finance, Economics, High Uncertainty +12
Financial openness and business cycle volatility
Claudia M. Buch, Joerg Doepke, Christian Pierdzioch · Journal of International Money and Finance · 2005 · 154 citations
Volatility Modeling, Financial Economics, Asset Pricing +6
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Rangan Gupta, Christian Pierdzioch · Journal of International Money and Finance · 2020 · 146 citations
Volatility Modeling, Financial Stress, Financial Economics +11
Forecasting realized gold volatility: Is there a role of geopolitical risks?
Rangan Gupta, Christian Pierdzioch · Finance research letters · 2019 · 122 citations
Economics, Volatility Modeling, Economic Forecasting +13
Predicting recessions with boosted regression trees
Jörg Döpke, Ulrich Fritsche, Christian Pierdzioch · International Journal of Forecasting · 2017 · 116 citations
Boosted Regression Trees, Economic Forecasting, Engineering +8
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