RANGAN GUPTA : Citation Profile


Are you RANGAN GUPTA?

University of Pretoria (80% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (20% share)

12

H index

24

i10 index

947

Citations

RESEARCH PRODUCTION:

237

Articles

576

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 63
   Journals where RANGAN GUPTA has often published
   Relations with other researchers
   Recent citing documents: 311.    Total self citations: 310 (24.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu80
   Updated: 2017-10-21    RAS profile: 2017-08-29    
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Relations with other researchers


Works with:

Balcilar, Mehmet (175)

Miller, Stephen (79)

Chang, Tsangyao (51)

Gil-Alana, Luis (43)

Simo-Kengne, Beatrice Desiree (43)

Wohar, Mark (38)

Jooste, Charl (35)

Inglesi-Lotz, Roula (28)

van Eyden, Renee (26)

Apergis, Nicholas (24)

Antonakakis, Nikolaos (23)

Ajmi, Ahdi Noomen (22)

Pierdzioch, Christian (21)

El Montasser, Ghassen (20)

Reid, Monique (17)

André, Christophe (17)

Bekiros, Stelios (16)

Hammoudeh, Shawkat (15)

BABALOS, VASSILIOS (14)

Demirer, Riza (14)

Kanda, Patrick (14)

Tiwari, Aviral (14)

Majumdar, Anandamayee (12)

Kotze, Kevin (12)

Cuñado, Juncal (12)

Gogas, Periklis (12)

Papadimitriou, Theophilos (11)

Ben Nasr, Adnen (11)

Plakandaras, Vasilios (11)

Bouri, Elie (10)

Kanda, Tunda P. (10)

Paccagnini, Alessia (9)

Nguyen, Duc Khuong (8)

Muteba Mwamba, John Weirstrasd (8)

Ranjbar, Omid (8)

Ozdemir, Zeynel (7)

Katzke, Nico (7)

Roubaud, David (6)

Mukherjee, Zinnia (6)

Marfatia, Hardik (5)

Omay, Tolga (5)

Cakan, Esin (5)

Apergis, Nicholas (5)

Lau, Chi Keung (5)

YAYA, OLAOLUWA (5)

Stander, Lardo (5)

Bosch, Adel (4)

Bittencourt, Manoel (4)

Nazlioglu, Saban (4)

Emirmahmutoglu, Furkan (4)

Yaya, OlaOluwa (4)

Hassani, Hossein (4)

Hatemi-J, Abdulnasser (4)

Albulescu, Claudiu (4)

Bonga-Bonga, Lumengo (4)

Asongu, Simplice (4)

Canarella, Giorgio (4)

Bhanja, Niyati (3)

Kollias, Christos (3)

Pérez de Gracia, Fernando (3)

Risse, Marian (3)

Zerihun, Mulatu Fekadu (3)

Akinsomi, Omokolade (3)

Papadamou, Stephanos (3)

Caporale, Guglielmo Maria (3)

Aloui, Riadh (3)

Sousa, Ricardo (3)

Sarantitis, Georgios (3)

Dunne, John (2)

Selmi, Refk (2)

Caporin, Massimiliano (2)

Hollander, Hylton (2)

Bahramian, Pejman (2)

Tsoanamatsie, Nthabiseng (2)

Filis, George (2)

Bahloul, Walid (2)

Dar, Arif (2)

Koch, Steven (2)

Soytas, Ugur (2)

Uribe, Jorge (2)

Lahiani, Amine (2)

Yetkiner, Ibrahim (2)

Narayan, Paresh (2)

Kabundi, Alain (2)

Caspi, Itamar (2)

Wilfling, Bernd (2)

Owusu-Sekyere, Emmanuel (2)

coskun, yener (2)

Ivashchenko, Sergey (2)

Chuliá, Helena (2)

Christiansen, Charlotte (2)

Martins, Luis (2)

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

Is cited by:

Ratti, Ronald (26)

Shahbaz, Muhammad (24)

Phiri, Andrew (22)

Kanda, Tunda P. (21)

Balcilar, Mehmet (16)

Vespignani, Joaquin (14)

Pesaran, M (11)

Miller, Stephen (10)

Naraidoo, Ruthira (10)

Bekiros, Stelios (9)

Bouri, Elie (9)

Cites to:

Balcilar, Mehmet (223)

Pesaran, M (140)

Miller, Stephen (137)

Stock, James (132)

Perron, Pierre (124)

Ng, Serena (116)

Watson, Mark (114)

Kilian, Lutz (107)

Shiller, Robert (94)

Korobilis, Dimitris (94)

Kabundi, Alain (92)

Main data


Where RANGAN GUPTA has published?


Journals with more than one article published# docs
Applied Economics19
Energy Economics14
Economic Modelling12
South African Journal of Economics10
Journal of Developing Areas8
Economia Internazionale / International Economics7
Empirical Economics7
Journal of Economic Studies6
Renewable and Sustainable Energy Reviews6
The IUP Journal of Monetary Economics6
Emerging Markets Finance and Trade5
The North American Journal of Economics and Finance5
The Journal of Real Estate Finance and Economics5
Resources Policy5
Economics Letters4
Journal of International Financial Markets, Institutions and Money4
International Review of Economics & Finance4
Physica A: Statistical Mechanics and its Applications4
Annals of Economics and Finance3
International Journal of Strategic Property Management3
Indian Economic Review3
Applied Financial Economics3
International Economic Journal3
Journal of Forecasting3
Research in International Business and Finance3
Applied Econometrics and International Development3
Economic Systems3
Applied Economics Letters2
Energy Policy2
Economics - The Open-Access, Open-Assessment E-Journal2
Empirica2
Journal of Policy Modeling2
Finance Research Letters2
Open Economies Review2
Defence and Peace Economics2
Urban Studies2
International Journal of Economic Policy in Emerging Economies2
International Journal of Sustainable Economy2
Journal of Applied Economics2
Economic Change and Restructuring2
Journal of Business Economics and Management2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Studies in Economics and Finance2
Regional and Sectoral Economic Studies2
Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards2
Journal of Emerging Market Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics439
Working Papers / Eastern Mediterranean University, Department of Economics24
Working Papers / University of Nevada, Las Vegas , Department of Economics14
Working Papers / Economic Research Southern Africa9
Working Papers / Stellenbosch University, Department of Economics9
School of Economics Macroeconomic Discussion Paper Series / School of Economics, University of Cape Town4
Working Papers / Department of Research, Ipag Business School4
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)3
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3
Working Papers / University of Milano-Bicocca, Department of Economics2
MPRA Paper / University Library of Munich, Germany2
Open Access publications / School of Economics, University College Dublin2

Recent works citing RANGAN GUPTA (2017 and 2016)


YearTitle of citing document
2016Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock.

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2017Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Dai, Yin ; Li, Xin ; Yu, Xiu-Zhen ; Zhang, Jing-Wen . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

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2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2016Nexus between defense expenditure and economic growth in BRIC economies: An empirical investigation. (2016). Sahoo, Manoranjan ; Dash, Devi Prasad ; Bal, Debi Prasad . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:89-102.

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2016Does Dutch Disease Hit Mongolia?. (2016). Kinnucan, Henry ; Ge, Wei . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229564.

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2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2016The distribution dynamics of Carbon Dioxide Emission intensity across Chinese provinces: A weighted Approach. (2016). He, Ling-Yun ; Wu, Jian-Xin . In: Papers. RePEc:arx:papers:1612.02658.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2017Air emissions perspective on energy efficiency: An empirical analysis of Chinas coastal areas. (2017). Wei, Yi-Ming ; Qin, Quande ; Zhen, Wei ; Li, LI. In: CEEP-BIT Working Papers. RePEc:biw:wpaper:98.

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2017Foreign Direct Investment and Environmental Pollution: New Evidence from China. (2017). Yan, Meng . In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:1:p:1-17.

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2016Modelling Irish Rents: Recent Developments in Historical Context. (2016). Sheenan, Lisa ; Kennedy, Gerard ; Woods, Maria . In: Economic Letters. RePEc:cbi:ecolet:14/el/16.

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2016The Evolution of the Natural Resource Curse Thesis: A Critical Literature Survey. (2016). Lean, Hooi Hooi ; Clark, Jeremy ; Badeed, Ramez . In: Working Papers in Economics. RePEc:cbt:econwp:16/05.

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2016Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:785.

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2016Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:791.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2016The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets. (2016). Aloui, Chaker ; Dakhlaoui, Imen . In: International Economics. RePEc:cii:cepiie:2016-q2-146-7.

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2017A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond . In: Working Papers. RePEc:cui:wpaper:0024.

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2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0026.

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2017Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond . In: Working Papers. RePEc:cui:wpaper:0029.

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2016ON THE ROLE OF EXPORTS FOR ECONOMIC GROWTH AT A GLOBAL LEVEL THROUGH A LMM APPROACH. (2016). Popa, Ioan ; Belu, Mihaela Gabriela ; Tudor, Cristiana ; Paraschiv, Dorel . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:5-24.

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2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. (2016). Roubaud, David ; AROURI, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00543.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2016Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria. (2016). Isola, Lawal Adedoyin . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-45.

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2016Do Financial Conditions have a Predictive Power on Inflation in Turkey?. (2016). Bulut, Umit . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-35.

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2017Does Labor Market Hysteresis Hold in Low Income Countries?. (2017). Bekun, Festus ; Olanipekun, Ifedolapo Olabisi ; Olawumi, Osundina ; Akadiri, Seyi Saint . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-04.

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2017Tourism and Economic Growth in Jordan: Evidence from Linear and Nonlinear Frameworks. (2017). , Buthaina ; Daoud, Hussam-Eldin . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-28.

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2017The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh. (2017). Law, Siong Hook ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-49.

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2017Military Expenditure and Economic Growth in South Asian Countries: Empirical Evidences. (2017). Ismail, Saba . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-42.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016Energy Price Uncertainty and Investment: Firm Level Evidence from Indian Manufacturing Sector. (2016). Acharya, Rajesh H ; Sadath, Anver C. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-1.

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2016Co-integration between Electricity Supply and Economic Growth in South Africa. (2016). Khobai, hlalefang ; le Roux, Pierre ; Abel, Sanderson . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-34.

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2017Climate Changes in Africa: Does Economic Growth Matter? A Semi-parametric Approach. (2017). Awad, Atif ; Warsame, Mohammed Hersi . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-01.

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2017Empirical Investigation of the Environmental Kuznets Curve Hypothesis for Nitrous Oxide Emissions for Mongolia. (2017). Och, Maralgua . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-13.

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2017Cross country relations in European tourist arrivals. (2017). Silva, Emmanuel Sirimal ; Hassani, Hossein ; Heravi, Saeed ; Ghodsi, Mansi . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:151-168.

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2016Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach. (2016). Wang, Lijun ; Huang, Xuan ; Liu, Xiaojia . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:1608-1618.

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2016Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective. (2016). Wang, Minggang ; Tian, Zihao ; Jiang, Shumin ; Du, Ruijin ; Chen, Ying . In: Applied Energy. RePEc:eee:appene:v:175:y:2016:i:c:p:109-127.

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2016Forecasting volatility of wind power production. (2016). Shen, Zhiwei ; Ritter, Matthias. In: Applied Energy. RePEc:eee:appene:v:176:y:2016:i:c:p:295-308.

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2016Output-specific energy efficiency assessment: A data envelopment analysis approach. (2016). Zhou, P. In: Applied Energy. RePEc:eee:appene:v:177:y:2016:i:c:p:117-126.

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2016Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D. In: Applied Energy. RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

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2016Impacts of energy consumption, energy structure, and treatment technology on SO2 emissions: A multi-scale LMDI decomposition analysis in China. (2016). Zhang, Wenzhong ; Wang, Shaojian ; Yang, Xue ; Zou, Yafeng ; Li, Jiaming . In: Applied Energy. RePEc:eee:appene:v:184:y:2016:i:c:p:714-726.

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2017Air emissions perspective on energy efficiency: An empirical analysis of China’s coastal areas. (2017). Wei, Yi-Ming ; Zhen, Wei ; Qin, Quande ; Li, Xin . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:604-614.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

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2016House price cycles in Australia’s four largest capital cities. (2016). Valadkhani, Abbas ; Ratti, Ronald ; Costello, Greg . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:11-22.

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2016Geopolitics and the oil price. (2016). Noguera-Santaella, Jose . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:301-309.

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2016Asymmetric evidence of gasoline price responses in France: A Markov-switching approach. (2016). PORCHER, Thomas ; Goutte, Stéphane ; Boroumand, Raphael Homayoun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:467-476.

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2016Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis. (2016). Qin, Xiao ; Wu, Chongfeng ; Zhou, Chunyang . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:583-591.

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2016Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market. (2016). Chou, Kuo-Wei ; Tseng, Yi-Heng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:733-741.

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2016Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

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2016How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts. (2016). Bec, Frédérique ; de Gaye, Annabelle . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:75-88.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Interpreting the movement of oil prices: Driven by fundamentals or bubbles?. (2016). Zhang, Yue-Jun ; Yao, Ting . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:226-240.

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2016Nonlinear approaches in testing PPP: Evidence from Southern African development community. (2016). Zerihun, Mulatu Fekadu ; Breitenbach, Marthinus. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:162-167.

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2016Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

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2016Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

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2016Determinants of U.S. health expenditure: Evidence from autoregressive distributed lag (ARDL) approach to cointegration. (2016). Okunade, Albert. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:67-73.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Ferrer, Roman . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Detecting unemployment hysteresis: A simultaneous unobserved components model with Markov switching. (2016). Weber, Enzo ; Klinger, Sabine . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:115-118.

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2016Does inclusive financial development matter for firms’ tax evasion? Evidence from developing countries. (2016). Ahamed, Mostak M. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:15-19.

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2016Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates. (2016). Villamizar-Villegas, mauricio ; Melo-Velandia, Luis ; Loaiza, Rubén. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:387-397.

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2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

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2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

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2016Dynamic asymmetries in house price cycles: A generalized smooth transition model. (2016). Zanetti Chini, Emilio ; Canepa, Alessandra. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:91-103.

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2016The impact of oil shocks on exchange rates: A Markov-switching approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:11-23.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Diaz, Elena Maria . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:417-430.

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2016Energy, human capital and economic growth in Asia Pacific countries — Evidence from a panel cointegration and causality analysis. (2016). Fang, Zheng ; Chang, Youngho. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:177-184.

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2016Marginal Rate of Transformation and Rate of Substitution measured by DEA environmental assessment: Comparison among European and North American nations. (2016). Yuan, Yan ; Sueyoshi, Toshiyuki. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:270-287.

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2016Asymmetric oil shocks and external balances of major oil exporting and importing countries. (2016). Sgro, Pasquale ; Rafiq, Shuddhasattwa ; Apergis, Nicholas. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:42-50.

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2016Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165.

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2016Free cash flows and overinvestment: Further evidence from Chinese energy firms. (2016). Zhang, Dayong ; Kutan, Ali M ; Dickinson, David G ; Cao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:116-124.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260.

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2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413.

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2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

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2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. (2016). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper N. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:168-175.

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2016Simultaneity modeling analysis of the environmental Kuznets curve hypothesis. (2016). OMRI, Anis ; Hammoudeh, Shawkat ; ben Youssef, Adel . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:266-274.

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2016Economic growth, fossil fuel and non-fossil consumption: A Pooled Mean Group analysis using proxies for capital. (2016). Alvarez, Maximiliano ; Asafu-Adjaye, John ; Byrne, Dominic . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:345-356.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries. (2017). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Hammoudeh, Shawkat ; Shafiullah, Muhammad . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:183-193.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2017The drivers of long-run CO2 emissions in Europe, North America and Japan since 1800. (2017). Henriques, Sofia ; Borowiecki, Karol. In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:537-549.

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2017Testing for convergence in electricity consumption across Croatian regions at the consumers sectoral level. (2017). Borozan, Djula . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:145-153.

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2016Carbon intensity as a proxy for environmental performance and the informational content of the EPI. (2016). Thomakos, Dimitrios D ; Alexopoulos, Thomas A. In: Energy Policy. RePEc:eee:enepol:v:94:y:2016:i:c:p:179-190.

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2016CO2 emission and economic growth in Algeria. (2016). Del, Maria ; Bouznit, Mohammed . In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:93-104.

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2016Electricity consumption and economic growth in the GCC countries: Panel data analysis. (2016). Hoque, Ariful ; Gachino, Geoffrey ; Osman, Mohamed . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:318-327.

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2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania. In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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2016Target-oriented robust optimization of polygeneration systems under uncertainty. (2016). Ubando, Aristotle T ; Aviso, Kathleen B ; Sy, Charlle L ; Tan, Raymond R. In: Energy. RePEc:eee:energy:v:116:y:2016:i:p2:p:1334-1347.

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2016Multi-fractal fluctuation features of thermal power coal price in China. (2016). Zhao, Zhen-Yu ; Xia, BO ; Zhu, Jiang . In: Energy. RePEc:eee:energy:v:117:y:2016:i:p1:p:10-18.

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2017Biomass energy consumption, economic growth and carbon emissions: Fresh evidence from West Africa using a simultaneous equation model. (2017). Adewuyi, Adeolu O ; Awodumi, Olabanji B. In: Energy. RePEc:eee:energy:v:119:y:2017:i:c:p:453-471.

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2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
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2011Growth-Effects of Inflation Targeting: The Role of Financial Sector Development In: Annals of Economics and Finance.
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2009Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2009) In: Working Papers.
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2007Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade In: Indian Economic Review.
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2006Financial Liberalization and a Possible Growth-Inflation Trade-Off.(2006) 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.
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2012THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA In: Regional and Sectoral Economic Studies.
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2013Metropolitan House Prices In Regions of India: Do They Converge? In: Regional and Sectoral Economic Studies.
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