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ZBW - Digitales Archiv
University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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Results 11-20 of 27.
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Year of Publication
Title
Person(s)
2023
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
;
Plakandaras, Vasilios
2023
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
2023
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
;
Das, Sonali
2023
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, Joshua
2023
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
;
Bouri, Elie
2023
Examining the interlinkage between CO2 emissions and inclusive human development : unveiling the significance of effective institutions
Venter, Alanda
;
Inglesi-Lotz, Roula
2023
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
;
Bouri, Elie
2023
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
2023
Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, Goodness C.
2023
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
Person
23
Gupta, Rangan
5
Nielsen, Joshua
5
Pierdzioch, Christian
5
Van Eyden, Reneé
4
Bouri, Elie
4
Cepni, Oguzhan
4
Salisu, Afees A.
3
Sheng, Xin
2
Bohlmann, Heinrich R.
2
Caraiani, Petre
.
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27
English (eng)