SONALI DAS : Citation Profile

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298

Citations

RESEARCH PRODUCTION:

11

Articles

19

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 24
   Journals where SONALI DAS has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 3 (1 %)

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   Permalink: http://citec.repec.org/pda321
   Updated: 2023-01-28    RAS profile: 2020-02-27    
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Relations with other researchers

Works with:

GUPTA, RANGAN (4)

Demirer, Riza (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with SONALI DAS.

Is cited by:

GUPTA, RANGAN (195)

Miller, Stephen (35)

Kabundi, Alain (32)

Balcilar, Mehmet (32)

Plakandaras, Vasilios (22)

Gogas, Periklis (19)

Papadimitriou, Theophilos (18)

Salisu, Afees (16)

Wohar, Mark (16)

Gil-Alana, Luis (14)

Simo-Kengne, Beatrice Desiree (13)

Cites to:

GUPTA, RANGAN (68)

Sims, Christopher (11)

Racine, Jeffrey (10)

Litterman, Robert (10)

Kabundi, Alain (9)

Stock, James (9)

Hassani, Hossein (9)

Miller, Stephen (9)

Li, Qi (8)

Liu, Guangling (8)

Campbell, John (7)

Main data

Where SONALI DAS has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics13
Working Papers / Economic Research Southern Africa3

Recent works citing SONALI DAS (2022 and 2021)

YearTitle of citing document
2021What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214.

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2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008.

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2022‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792.

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2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

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2022Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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2022Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Li, Shouwei ; Lu, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256.

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2021Geopolitical 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: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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2022Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106.

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2021Time-varying pattern causality inference in global stock markets. (2021). Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Wu, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001423.

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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. (2021). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100.

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2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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2022Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication. (2022). Yarovaya, Larisa ; Yousaf, Imran. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000217.

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2021Time-varying causality inference of different nickel markets based on the convergent cross mapping method. (2021). Wu, Tao ; Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Fang, Wei ; Sun, Xiaotian. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003949.

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2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). Ogbonna, Ahamuefula E ; Yaya, Olaoluwa S ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002379.

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2021Do economic policy uncertainty and its components predict Chinas housing returns?. (2021). Shao, Xue-Feng ; Qin, Meng ; Wang, Min-Hui ; Li, Xin ; Yin, Xiao-Cui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000822.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2021Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003.

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2021Is the choice of the candlestick dimension relevant in econophysics?. (2021). Bosco, A R ; de Resende, Charlene C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005069.

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2021Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test. (2021). GUPTA, RANGAN ; Kyei, Clement Kweku ; Bouri, Elie ; Shivambu, Rinsuna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:200-206.

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2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

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2021Housing sector and economic policy uncertainty: A GMM panel VAR approach. (2021). Balcilar, Mehmet ; Wohar, Mark E ; Uzuner, Gizem ; Roubaud, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:114-126.

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2021Structural Break and Causal Analyses of U.S. Corn Use for Ethanol and Other Corn Market Variables. (2021). , Johannes ; Kline, Keith L ; Oladosu, Gbadebo A. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:3:p:267-:d:520940.

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2021Performance Evaluation of Neural Network-Based Short-Term Solar Irradiation Forecasts. (2021). Hwang, Youngseok ; Um, Jung-Sup ; Liebermann, Simon ; Schluter, Stephan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3030-:d:560922.

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2021Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note. (2021). Jitmaneeroj, Boonlert ; Budsaratragoon, Pornanong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7548-:d:589476.

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2021Multi-Horizon Financial and Housing Wealth Effects across the U.S. States. (2021). Wohar, Mark ; GUPTA, RANGAN ; coskun, yener ; Bouras, Christos. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1341-:d:488356.

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2021What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data. (2021). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9.

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2022Risk and Equity Release Mortgages in the UK. (2022). French, Declan ; McKillop, Donal ; Sharma, Tripti. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:2:d:10.1007_s11146-020-09793-2.

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2021Limpact du Brexit sur lAfrique en période de crise Corona: le cas de lAfrique du Sud, du Nigeria, du Ghana et du Kenya. (2021). Kohnert, Dirk. In: MPRA Paper. RePEc:pra:mprapa:107746.

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2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:113707.

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2021Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). Demirer, Riza ; Gupta, Rangan ; You, YU ; Li, HE. In: Working Papers. RePEc:pre:wpaper:202112.

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2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202117.

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2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202121.

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

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2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

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2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202127.

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2021The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses. (2021). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:202169.

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2021Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202178.

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2022Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202211.

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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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2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index. (2022). Rossini, Luca ; Gupta, Rangan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202229.

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2022Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality. (2022). Demirer, Riza ; Salisu, Afees A ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202232.

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2022Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach. (2022). Nel, Jacobus ; Marfatia, Hardik A ; Gupta, Rangan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202240.

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2022Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data. (2022). Gupta, Rangan ; Plakandaras, Vasilios ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202245.

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2022Discussion on “A combined estimate of global temperature”. (2022). Rodriguez, Marco A ; Schmidt, Alexandra M. In: Environmetrics. RePEc:wly:envmet:v:33:y:2022:i:3:n:e2720.

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2022Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157.

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Works by SONALI DAS:

YearTitleTypeCited
2008SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA In: South African Journal of Economics.
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2008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa.(2008) In: Working Papers.
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2010CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article11
2009Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests.(2009) In: Working Papers.
[Citation analysis]
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2014Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach In: Economic Modelling.
[Full Text][Citation analysis]		article0
2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article78
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 78		paper
2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers.
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2009Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics.
[Full Text][Citation analysis]		article35
2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers.
[Citation analysis]
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2009Could we have predicted the recent downturn in the South African Housing Market?.(2009) In: Working Papers.
[Full Text][Citation analysis]
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2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2015Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers.
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2018Interactive nonparametric analysis of nonlinear systems In: Physica A: Statistical Mechanics and its Applications.
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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article29
2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis.(2019) In: Working Papers.
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2011Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting.
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2014Real interest rate persistence in South Africa: evidence and implications In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article5
2012Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers.
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2012Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers.
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2010Predicting Downturns in the US Housing Market: A Bayesian Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article25
2008Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers.
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2016Nonparametric Analysis of Complex Nonlinear Systems In: Department of Economics Working Papers.
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2008Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers.
[Citation analysis]		paper1
2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers.
[Citation analysis]		paper18
2009Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? In: Working Papers.
[Citation analysis]		paper9
2010Bubbles in South African House Prices and their Impact on Consumption In: Working Papers.
[Citation analysis]		paper34
2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets In: Working Papers.
[Citation analysis]		paper1
2008Adaptive Bayesian Analysis for Binomial Proportions In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Is a DFM Well Suited for Forecasting Regional House Price Inflation? In: Working Papers.
[Full Text][Citation analysis]		paper5

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