Papers accepted for publications

  • Liu, R., Segnon, M., Cepni, O., Gupta, R., 2026. Forecasting volatility of commodity, currency and stock markets: Evidence from Markov switching multifractal models. Journal of Forecasting, forthcoming.

  • Berger, T., Kazakova, D., & Kempa, B., 2026. A multi-country approach to estimate the euro-area natural real interest rate. Oxford Bulletin of Economics and Statistics.

  • Schulte-Tillmann, B., Segnon, M., Wiedemann, T., 2025. A comparison of realized measures of integrated volatility: Price duration- vs. return based approaches. Journal of Forecasting, forthcoming.

  • Liu, R., Segnon, M., Gupta, R., Bouri, E., 2024. Conventional and unconventional monetary policy rate uncertainty and stock market volatility: A forecasting perspective. Studies in Nonlinear Dynamics & Econometrics, forthcoming.