Browsing All of Digital Archive by Person Gupta, Rangan

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Year of PublicationTitlePerson(s)
2023 Oil price returns skewness and forecastability of international stock returns over one century of dataSalisu, Afees A.; Gupta, Rangan
2022 Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of dataBalcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian
2022 On the pricing effects of bitcoin mining in the fossil fuel market : the case of coalSibande, Xolani; Demirer, Rıza; Gupta, Rangan
2022 On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of dataCuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan
2022 Persistence of state-level uncertainty of the United States : the role of climate risksSheng, Xin; Gupta, Rangan; Çepni, Oğuzhan
2022 Policy uncertainty and stock market volatility revisited : the predictive role of signal qualitySalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2020 Predicting firm-level volatility in the United States : the role of monetary policy uncertaintyClance, Matthew W.; Demirer, Rıza; Gupta, Rangan; Kyei, Clement Kewku
2023 Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertaintyVan Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, Joshua
2023 The predictive impact of climate risk on total factor productivity growth : 1880-2020Kunene, Desiree M.; Van Eyden, Reneé; Caraiani, Petre; Gupta, Rangan
2021 Productivity and GDP : international evidence of persistence and trends over 130 years of dataGil-Alaña, Luis A.; Solarin Sakiru Adebola; Gupta, Rangan
2022 Real-time forecast of DSGE models with time-varying volatility in GARCH formIvashchenko, Sergey; ekin, Semih Emre; Gupta, Rangan
2021 Realized volatility spillovers between energy and metal markets : a time-varying connectedness approachCuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan
2023 Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing
2019 The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of dataGupta, Rangan; Wohar, Mark E.
2022 The role of the monthly ENSO in forecasting the Daily Baltic Dry IndexBouri, Elie; Gupta, Rangan; Rossini, Lua
2022 Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of dataGupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian
2022 Stock market bubbles and the forecastability of gold returns (and volatility)Gabauer, David; Gupta, Rangan; Karmakar, Sayar; Nielsen, Joshua
2023 Stock market bubbles and the realized volatility of oil price returnsGupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian
2023 Stock market volatility and multi-scale positive and negative bubblesGupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian
2023 Technological shocks and stock market volatility over a century : a GARCHMIDAS approachSalisu, Afees A.; Demirer, Rıza; Gupta, Rangan