Department of Economics working paper series

PPN 1725072335, ZSS 52
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Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 85
Year of PublicationTitlePerson(s)
2023 Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal modelsLiu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan
2023 Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisisShackleton, Ryan; Das, Sonali; Gupta, Rangan
2023 Climate risks and stock market volatility over a century in an emerging market economy : the case of South AfricaWu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, Christian
2023 Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS modelSalisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan
2023 Stock market bubbles and the realized volatility of oil price returnsGupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian
2023 Time-varying effects of extreme weather shocks on output growth of the United StatesSheng, Xin; Gupta, Rangan; Cepni, Oguzhan
2023 Energy-related uncertainty and international stock market volatilitySalisu, 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 institutionsVenter, 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 risksFoglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; Bouri, Elie
2023 Oil price returns skewness and forecastability of international stock returns over one century of dataSalisu, Afees A.; Gupta, Rangan
2023 Housing search activity and quantiles-based predictability of housing price movements in the United StatesGupta, Rangan; Moodley, Damien
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 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 statesVan Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, Goodness C.
2023 The predictive impact of climate risk on total factor productivity growth : 1880-2020Kunene, Desiree M.; Van Eyden, Reneé; Caraiani, Petre; Gupta, Rangan
2023 Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2023 Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of dataBalcilar, Mehmet; Mukherjee, Zinnia; Gupta, Rangan; Das, Sonali
2023 Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; Plakandaras, Vasilios
2023 Gold-to-platinum price ratio and the predictability of bubbles in financial marketsDemirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, Joshua
2023 Stock market volatility and multi-scale positive and negative bubblesGupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian
2023 Quantifying the economic effects of land reform policy in South Africa : a computable general equilibrium analysisMosoma, Khumbuzile C.; Bohlmann, Heinrich R.; Ntombela, Sifiso M.; Van Eyden, Reneé
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 85