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Results 1-10 of 12.
Year of PublicationTitlePerson(s)
2024Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attentionCepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2024Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter?Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian
2023Stock market volatility and multi-scale positive and negative bubblesGupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian
2023Forecasting 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
2023Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2023Stock market bubbles and the realized volatility of oil price returnsGupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian
2023Climate 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
2022Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of dataGupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian
2022Climate risks and state-level stock-market realized volatilityBonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian
2022Oil-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