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Working Papers / University of Pretoria, Department of Economics

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
29
Impact Factor (IF)
0.43
5 Years IF
0.31
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2005 0 0.61 0 0 17 17 34 0 0 0 0 0 0.35
2006 0 0.58 0.03 0 23 40 98 1 1 17 17 0 1 0.04 0.33
2007 0.13 0.51 0.08 0.13 24 64 68 5 6 40 5 40 5 0 0 0.29
2008 0.34 0.58 0.28 0.25 37 101 106 28 34 47 16 64 16 2 7.1 6 0.16 0.29
2009 0.25 0.58 0.39 0.18 31 132 105 51 85 61 15 101 18 3 5.9 7 0.23 0.33
2010 0.31 0.53 0.38 0.21 30 162 128 60 146 68 21 132 28 5 8.3 4 0.13 0.3
2011 0.34 0.61 0.31 0.23 35 197 210 60 208 61 21 145 33 21 35 6 0.17 0.37
2012 0.49 0.67 0.61 0.28 35 232 103 134 350 65 32 157 44 42 31.3 25 0.71 0.36
2013 0.83 0.65 0.61 0.51 88 320 335 187 546 70 58 168 86 81 43.3 27 0.31 0.34
2014 0.55 0.67 0.76 0.51 86 406 279 306 855 123 68 219 111 43 14.1 112 1.3 0.34
2015 0.31 0.65 0.27 0.26 100 506 424 134 991 174 54 274 72 13 9.7 17 0.17 0.36
2016 0.42 0.63 0.42 0.39 90 596 309 250 1241 186 78 344 135 104 41.6 27 0.3 0.34
2017 0.55 0.61 0.4 0.34 82 678 402 274 1515 190 104 399 136 85 31 8 0.1 0.34
2018 0.41 0.6 0.35 0.33 83 761 766 269 1784 172 70 446 145 75 27.9 28 0.34 0.34
2019 0.72 0.61 0.48 0.49 81 842 315 400 2184 165 118 441 218 85 21.3 57 0.7 0.35
2020 0.93 0.69 0.56 0.6 110 952 337 533 2717 164 152 436 263 117 22 33 0.3 0.73
2021 0.76 0.9 0.63 0.71 87 1039 238 659 3376 191 145 446 318 104 15.8 34 0.39 0.37
2022 0.59 0.66 0.45 0.62 58 1097 139 495 3871 197 117 443 274 45 9.1 17 0.29 0.21
2023 0.79 0.49 0.46 0.7 40 1137 55 525 4396 145 114 419 292 31 5.9 10 0.25 0.16
2024 0.74 0.52 0.41 0.49 50 1187 22 485 4881 98 73 376 185 38 7.8 4 0.08 0.2
2025 0.43 0.23 0.31 46 1233 3 278 5159 90 39 345 108 17 6.1 4 0.09
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201802.

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215
22018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829.

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209
32017Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201702.

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165
42018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Working Papers. RePEc:pre:wpaper:201812.

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137
52013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318.

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89
62019Domestic Credit and Export Diversification: Africa from a Global Perspective. (2019). Fosu, Augustin ; Abass, Abdul Fatawu. In: Working Papers. RePEc:pre:wpaper:201924.

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81
72015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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66
82018Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201805.

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64
92019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:201908.

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62
102017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

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51
112015Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201509.

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49
122011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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45
132020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202024.

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43
142022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202207.

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43
152021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers. RePEc:pre:wpaper:202147.

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43
16Geopolitical Risks and Stock Market Dynamics of the BRICS. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201648.

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41
172017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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39
182015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201522.

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38
192015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis. (2015). Majumdar, Anandamayee ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201545.

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37
202019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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37
212014Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries. (2014). Owusu-Sekyere, Emmanuel ; GUPTA, RANGAN ; El Montasser, Ghassen ; Apergis, Nicholas ; Ajmi, Ahdi Noomen. In: Working Papers. RePEc:pre:wpaper:201408.

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35
222021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202122.

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35
232020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2020). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202068.

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34
242010Bubbles in South African House Prices and their Impact on Consumption. (2010). Kanda, Tunda P. ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:201017.

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34
252011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

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33
262020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202043.

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32
272020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202044.

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32
282016Periodically Collapsing Bubbles in the South African Stock Market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201624.

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32
292016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Zhang, Qunzhi ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201606.

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29
302008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa. (2008). GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200813.

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29
312014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428.

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29
322006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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27
332020Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202047.

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27
342016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Nikolai Sheung-Chi ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674.

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26
352020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202004.

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26
362012Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Peretti, Vittorio . In: Working Papers. RePEc:pre:wpaper:201216.

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26
372020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202009.

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25
382019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Sibande, Xolani ; Plastun, Alex ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201902.

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24
392018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201815.

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23
402018Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach. (2018). Aye, Goodness. In: Working Papers. RePEc:pre:wpaper:201827.

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23
412014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan ; Chang, Tsangyao ; Balcilar, Mehmet ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201411.

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23
422019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty. (2019). GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201955.

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23
432012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Modise, Mampho P. ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201224.

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23
442022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202208.

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22
452009Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule. (2009). Naraidoo, Ruthira ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200904.

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22
462019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201903.

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21
47House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel. In: Working Papers. RePEc:pre:wpaper:201116.

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21
482017The Effect of Education on a Country’s Energy Consumption: Evidence from Developed and Developing Countries. (2017). Inglesi-Lotz, Roula ; del Corral, Luis Diez . In: Working Papers. RePEc:pre:wpaper:201733.

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21
492023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Li, Haohua ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202301.

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21
502012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel. In: Working Papers. RePEc:pre:wpaper:201211.

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21
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829.

Full description at Econpapers || Download paper

72
22018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201802.

Full description at Econpapers || Download paper

63
32017Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201702.

Full description at Econpapers || Download paper

54
42018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Working Papers. RePEc:pre:wpaper:201812.

Full description at Econpapers || Download paper

29
52022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202207.

Full description at Econpapers || Download paper

27
62021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers. RePEc:pre:wpaper:202147.

Full description at Econpapers || Download paper

24
72023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Li, Haohua ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202301.

Full description at Econpapers || Download paper

20
82018Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201805.

Full description at Econpapers || Download paper

16
92019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:201908.

Full description at Econpapers || Download paper

16
102020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202024.

Full description at Econpapers || Download paper

15
112022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202208.

Full description at Econpapers || Download paper

13
122021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202122.

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13
132022Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ozturk, Serda Selin. In: Working Papers. RePEc:pre:wpaper:202215.

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11
142022Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Pienaar, Daniel. In: Working Papers. RePEc:pre:wpaper:202205.

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11
152013Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201318.

Full description at Econpapers || Download paper

9
162016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Zhang, Qunzhi ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201606.

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9
172020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202043.

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8
182023Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202318.

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7
192023Geopolitical Risk and Inflation Spillovers across European and North American Economies. (2023). GUPTA, RANGAN ; Gabauer, David ; Kinateder, Harald ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202304.

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7
202015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

Full description at Econpapers || Download paper

7
212022Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models. (2022). GUPTA, RANGAN ; Bouri, Elie ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:202213.

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7
222020Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090.

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6
232021Bitcoin Mining Activity and Volatility Dynamics in the Power Market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202166.

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6
242017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

Full description at Econpapers || Download paper

6
252022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217.

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6
262020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2020). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202068.

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6
272021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202175.

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6
282021On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures. (2021). GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202152.

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6
292019Domestic Credit and Export Diversification: Africa from a Global Perspective. (2019). Fosu, Augustin ; Abass, Abdul Fatawu. In: Working Papers. RePEc:pre:wpaper:201924.

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6
302022Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty. (2022). GUPTA, RANGAN ; Shiba, Sisa ; Goswami, Samrat ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202249.

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5
312020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202044.

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5
322019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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5
332017The Effect of Education on a Country’s Energy Consumption: Evidence from Developed and Developing Countries. (2017). Inglesi-Lotz, Roula ; del Corral, Luis Diez . In: Working Papers. RePEc:pre:wpaper:201733.

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5
342015Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns. (2015). GUPTA, RANGAN ; Antonakakis, Nikolaos ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201509.

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5
352016Periodically Collapsing Bubbles in the South African Stock Market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201624.

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5
362024How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202405.

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5
372021Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202151.

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5
382020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005.

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4
392023Realized Stock-Market Volatility of the United States and the Presidential Approval Rating. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; van Eyden, Renee ; Jaichand, Yuvana. In: Working Papers. RePEc:pre:wpaper:202311.

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4
402021El Nino and Forecastability of Oil-Price Realized Volatility. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202105.

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4
412022Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202231.

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4
422020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202009.

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4
432018Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data. (2018). GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201811.

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4
442018Firm-Level Political Risk and Asymmetric Volatility. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201861.

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4
452017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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4
462018The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa. (2018). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201818.

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4
472019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Sibande, Xolani ; Plastun, Alex ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201902.

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4
482014Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries. (2014). Owusu-Sekyere, Emmanuel ; GUPTA, RANGAN ; El Montasser, Ghassen ; Apergis, Nicholas ; Ajmi, Ahdi Noomen. In: Working Papers. RePEc:pre:wpaper:201408.

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3
492011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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3
502015Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros. In: Working Papers. RePEc:pre:wpaper:201554.

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3
Citing documents used to compute impact factor: 39
YearTitle
2025Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Karmakar, Sayar ; Somani, Dhanashree. In: Working Papers. RePEc:pre:wpaper:202521.

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2025Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets. (2025). GUPTA, RANGAN ; Foglia, Matteo ; Pacelli, Vincenzo ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202534.

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2025Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466.

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2025Shortages and machine-learning forecasting of oil returns volatility: 1900–2024. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005975.

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2025“Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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2025Are brown stocks valuable to green stocks? Evidence from China. (2025). Shang, Yue ; Wei, YU ; Chen, Xiaodan ; Fu, Hai ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002478.

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2025The dynamics of corporate climate risk and market volatility: International evidence. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000750.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025Ripple Effects of Climate Policy Uncertainty: Risk Spillovers Between Traditional Energy and Green Financial Markets. (2025). Liu, Jianing ; Guo, Jingyi ; Man, Yuanyuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:12:p:5500-:d:1679036.

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2025Stock–Commodity Correlations, Optimal Hedging, and Climate Risks. (2025). Demiralay, Sercan ; Gencer, Hatice Gaye ; Brauneis, Alexander. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1693-1716.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025How financial markets respond to climate policy uncertainty: A dynamic resilience analysis. (2025). Yao, Xiaoyang ; Le, Wei ; Maimaitijiang, Sairidaer ; Li, Jianfeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000340.

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2025Echoes of instability: how geopolitical risks shape government debt holdings. (2025). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jos. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09879-y.

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2025Green bond market stability and Russia Ukraine conflict: The role of green inclusive finance. (2025). Wang, Anqi ; Cui, Tianxiang ; Ding, Shusheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005270.

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2025Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis. (2025). Qin, Yun ; Zhang, Zitao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000397.

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2025Does geopolitical risk increase carbon emissions and public health risk?. (2025). Soytas, Ugur ; Paramati, Sudharshan Reddy ; Safiullah, MD. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000581.

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2025Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping. (2025). Palaios, Panagiotis ; Triantafillou, Anna. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:75-91.

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2025Economy-wide effects of the land redistribution policies in Thailand: a computable general equilibrium model. (2025). Puttanapong, Nattapong ; Piyajitmetta, Pawarid. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:18:y:2025:i:1:d:10.1007_s12076-025-00414-1.

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2025The impact of internet use and life satisfaction on household consumption expenditure: Based on empirical data from Chinese surveys. (2025). Xu, Gang ; Zhu, Wenhan ; Wang, Xing ; Wu, You. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007597.

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2025Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2025). GUPTA, RANGAN ; Nielsen, Joshua ; Sheng, Xin ; van Eyden, Rene. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:24-:d:1573116.

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2025Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies. (2025). Sunyaev, Ali ; Kannengiesser, Niclas ; Kirste, Daniel ; Drossos, Thanos. In: Papers. RePEc:arx:papers:2501.07828.

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2025Cryptocurrency and Financial Stability: An Investigation into the Effects of Bitcoin ETFs. (2025). Cristian, Donoiu Paul. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:2873-2886:n:1023.

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2025Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach. (2025). Han, Yingwei ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001774.

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2025Climate Policy Uncertainty and the Forecastability of Inflation. (2025). Salisu, Afees ; GUPTA, RANGAN ; Zhang, Yunhan ; Ogbonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202525.

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2025Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks. (2025). GUPTA, RANGAN ; Balcilar, Mehmet ; Kutu, Kenny ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202529.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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2025How do systematic risk spillovers reshape investment outcomes?. (2025). Tiwari, Aviral ; Silva, Emilson ; Roubaud, David ; Tao, Miaomiao. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000741.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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2025Social and Economic Influence of Sustainable Development: The Case of Al-Mouj, Muscat, Oman. (2025). Mohamed, Mohamed Ali ; al Shehhi, Aisha Mohammed. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9037-:d:1769592.

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2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2025Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33.

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2025Monetary policy decision-making and communication under high uncertainty. (2025). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:163.

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2025The Stability of the Financial Cycle: Insights from a Markov Switching Regression in South Africa. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:76-:d:1582545.

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Recent citations
Recent citations received in 2025
YearCiting document
2025Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Karmakar, Sayar ; Somani, Dhanashree. In: Working Papers. RePEc:pre:wpaper:202521.

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2025Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach. (2025). GUPTA, RANGAN ; Caporin, Massimiliano ; Torrent, Hudson S ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202526.

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2025The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach. (2025). GUPTA, RANGAN ; Chuang, O-Chia ; Bouri, Elie ; Li, Zhangying. In: Working Papers. RePEc:pre:wpaper:202528.

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2025Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States. (2025). Bonato, Matteo ; Cepni, Oguzhan ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202540.

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Recent citations received in 2024
YearCiting document
2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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2024Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2024Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450.

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Recent citations received in 2023
YearCiting document
2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Alonso, Daniel ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods. (2023). NEKHILI, Ramzi ; Choudhury, Tonmoy ; Kinateder, Harald ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002180.

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2023Cross-country study of the linkages between COVID-19, oil prices, and inflation in the G7 countries. (2023). Nor, Safwan Mohd ; Azman, Mukhriz Izraf ; Aharon, David Y. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005445.

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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Korzeb, Zbigniew ; Nistor, Simona ; Niedzioka, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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2023Quantifying the Economic Effects of Land Reform Policy in South Africa: A Computable General Equilibrium Analysis. (2023). van Eyden, Renee ; Ntombela, Sifiso M ; Mosoma, Khumbuzile C ; Bohlmann, Heinrich R. In: Working Papers. RePEc:pre:wpaper:202307.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202323.

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2023Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202336.

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2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202337.

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2023Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data. (2023). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202339.

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2023Analyzing volatility patterns in the Chinese stock market using partial mutual information-based distances. (2023). Feng, Ziyun ; Khoojine, Negar Sioofy ; Shadabfar, Mahboubeh. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:96:y:2023:i:12:d:10.1140_epjb_s10051-023-00628-6.

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Recent citations received in 2022
YearCiting document
2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Hong, Yanran ; Cao, Yang ; Wang, LU ; Wu, Jiangbin. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Nel, Jacobus. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004962.

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2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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2022Forecasting the Economic Growth Impacts of Climate Change in South Africa in the 2030 and 2050 Horizons. (2022). Ngepah, Nicholas ; Saba, Charles Shaaba ; Tchuinkam, Charles Raoul. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8299-:d:857341.

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2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217.

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2022Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies. (2022). Chisadza, Carolyn ; Biyase, Mduduzi. In: Working Papers. RePEc:pre:wpaper:202221.

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2022Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Karmakar, Sayar ; Rognone, Lavinia. In: Working Papers. RePEc:pre:wpaper:202241.

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2022Climate Risks and State-Level Stock-Market Realized Volatility. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202246.

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2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202247.

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2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: Working Papers. RePEc:pre:wpaper:202251.

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2022Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:202252.

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