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  2. University of Pretoria
  3. Department of Economics, University of Pretoria

Department of Economics working paper series


PPN 1725072335, ZSS 52
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Publikationen (sortiert nach Zugangsdatum in absteigender Richtung): 1 bis 20 von 90
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JahrTitelPersonen
2024 Predicting the conditional distribution of US stock market systemic stress : the role of climate risksCaporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; Gupta, Rangan
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 How connected is the oil-bank network? : firm-level and high-frequency evidenceZhang, Yunhan; Ji, Qiang; Gabauer, David; Gupta, Rangan
2024 Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attentionCepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2024 Climate change and growth dynamicsGupta, Rangan; Nandnaba, Sarah; Jiang, Wei
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
Publikationen (sortiert nach Zugangsdatum in absteigender Richtung): 1 bis 20 von 90
 weiter >
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