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Christian Pierdzioch

Christian Pierdzioch

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
5657
World Ranking
2690
National Ranking
89

Overview

Christian Pierdzioch is affiliated with Helmut Schmidt University in Germany and specializes in Economics, Econometrics, and Finance, having contributed extensively with 195 publications in this field. Their research spans detailed subfields such as Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Renewable Energy, Sustainability and the Environment, and Global and Planetary Change.

The main topics of Pierdzioch's work include Market Dynamics and Volatility, Monetary Policy and Economic Impact, Energy, Environment, Economic Growth, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Financial Markets and Investment Strategies, and Global Energy and Sustainability Research.

Some of the recent papers authored by or involving Pierdzioch are:

  • Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss, 2020, Journal of International Money and Finance
  • Infectious Diseases, Market Uncertainty and Oil Market Volatility, 2020, Energies
  • Climate risks and realized volatility of major commodity currency exchange rates, 2022, Journal of Financial Markets
  • Forecasting Realized Volatility of Bitcoin: The Role of the Trade War, 2020, Computational Economics
  • The predictive power of oil price shocks on realized volatility of oil: A note, 2020, Resources Policy

Frequent co-authors collaborating with Pierdzioch include:

  • Rangan Gupta
  • Matteo Bonato
  • Rıza Demirer
  • Κωνσταντίνος Γκίλλας
  • Afees A. Salisu

Pierdzioch has published frequently in the following venues:

  • Energies
  • Journal of Forecasting
  • Finance Research Letters
  • Applied Economics Letters
  • MDPI (MDPI AG)

In addition to journal articles, Pierdzioch has also contributed to book publications, including a forthcoming title titled Foreign Capital and Economic Transformation, scheduled for release in 2025 by Mohr Siebeck eBooks.

Best Publications

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

    Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch

  • Financial openness and business cycle volatility

    Claudia M. Buch;Joerg Doepke;Christian Pierdzioch

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

    Michael Frenkel;Christian Pierdzioch;Georg Stadtmann

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

    Konstantinos Gkillas;Rangan Gupta;Christian Pierdzioch

  • Predicting Recessions With Boosted Regression Trees

    Unknown

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

    Renatas Kizys;Christian Pierdzioch

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

    Konstantinos Gkillas;Rangan Gupta;Christian Pierdzioch

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

    Unknown

  • Financial Openness and Business Cycle Volatility

    Christian Pierdzioch;Jörg Döpke;Claudia M. Buch

  • Politics and the stock market: Evidence from Germany

    Jörg Döpke;Christian Pierdzioch

  • Infectious diseases, market uncertainty and oil market volatility

    Elie Bouri;Riza Demirer;Rangan Gupta;Christian Pierdzioch

  • Climate risks and realized volatility of major commodity currency exchange rates

    Unknown

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

    Rangan Gupta;Christian Pierdzioch;Refk Selmi;Refk Selmi;Mark E. Wohar;Mark E. Wohar

  • Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries

    Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch;Mark Wohar

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

    Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch;Mark E. Wohar

  • Forecasting metal prices: Do forecasters herd?

    Unknown

  • New Evidence of Anti-Herding of Oil-Price Forecasters

    Unknown

  • Forecasting stock market volatility with macroeconomic variables in real time

    Christian Pierdzioch;Jörg Döpke;Daniel Hartmann

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

    Unknown

  • The international business cycle and gold-price fluctuations

    Unknown

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

    Elie Bouri;Konstantinos Gkillas;Rangan Gupta;Christian Pierdzioch

  • Time-Varying Risk Aversion and Realized Gold Volatility

    Riza Demirer;Konstantinos Gkillas;Rangan Gupta;Christian Pierdzioch

  • Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Variance

    Elie Bouri;Konstantinos Gkillas;Rangan Gupta;Christian Pierdzioch

  • Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach

    Rangan Gupta;Anandamayee Majumdar;Christian Pierdzioch;Mark E. Wohar;Mark E. Wohar

  • Financial Openness and Business Cycle Volatility

    Christian Pierdzioch;Claudia M. Buch;Jörg Döpke

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

    Rangan Gupta;Hardik A. Marfatia;Christian Pierdzioch;Afees A. Salisu

  • Business Cycle Volatility in Germany

    Claudia M. Buch;Joerg Doepke;Christian Pierdzioch

  • Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis

    Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch;Mark E. Wohar;Mark E. Wohar

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

    Rangan Gupta;Christian Pierdzioch;Marian Risse

Frequent Co-Authors

Rangan Gupta
Rangan Gupta University of Pretoria
Claudia M. Buch
Claudia M. Buch European Central Bank
Afees A. Salisu
Afees A. Salisu University of Ibadan
Riza Demirer
Riza Demirer Southern Illinois University Edwardsville
David Gabauer
David Gabauer Lincoln University
Elie Bouri
Elie Bouri Lebanese American University
Martin T. Bohl
Martin T. Bohl University of Münster
Mehmet Balcilar
Mehmet Balcilar University of New Haven
Wing-Keung Wong
Wing-Keung Wong Asian University
Qiang Ji
Qiang Ji Chinese Academy of Sciences

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