Year of Publication | Title | Person(s) |
2022 | Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data | Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; Pierdzioch, Christian |
2022 | Climate risks and realized volatility of major commodity currency exchange rates | Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian |
2022 | Climate risks and state-level stock-market realized volatility | Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian |
2023 | Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa | Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, Christian |
2023 | Financial stress and realized volatility : the case of agricultural commodities | Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian |
2024 | Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention | Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian |
2024 | Forecasting realized US stock market volatility : is there a role for economic policy uncertainty? | Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian |
2024 | Forecasting stock returns volatility of the G7 over centuries : the role of climate risks | Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; Pierdzioch, Christian |
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 |
2024 | Gasoline prices and presidential approval ratings of the United States | Gupta, Rangan; Pierdzioch, Christian; Tiwari, Aviral Kumar |
2024 | Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter? | Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian |
2024 | Multi-task forecasting of the realized volatilities of agricultural commodity prices | Gupta, Rangan; Pierdzioch, Christian |
2022 | Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data | Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian |
2024 | Political geography and stock market volatility : the role of political alignment across sentiment regimes | Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian |
2022 | Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data | Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian |
2023 | Stock market bubbles and the realized volatility of oil price returns | Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian |
2023 | Stock market volatility and multi-scale positive and negative bubbles | Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian |