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Working Papers / University of Pretoria, Department of Economics

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
26
Impact Factor (IF)
0.63
5 Years IF
0.55
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 0.6 0 0 17 17 33 0 0 0 0 0 0.37
2006 0 0.59 0.03 0 23 40 94 1 1 17 17 0 1 0.04 0.34
2007 0.13 0.52 0.08 0.13 24 64 59 5 6 40 5 40 5 0 0 0.29
2008 0.34 0.59 0.27 0.25 37 101 104 27 33 47 16 64 16 2 7.4 5 0.14 0.29
2009 0.25 0.59 0.38 0.18 31 132 101 50 83 61 15 101 18 3 6 7 0.23 0.33
2010 0.31 0.53 0.37 0.21 30 162 122 59 143 68 21 132 28 5 8.5 4 0.13 0.3
2011 0.36 0.61 0.32 0.23 35 197 202 61 206 61 22 145 34 21 34.4 6 0.17 0.37
2012 0.48 0.68 0.6 0.27 35 232 101 132 346 65 31 157 43 42 31.8 25 0.71 0.36
2013 0.83 0.67 0.61 0.51 88 320 313 185 540 70 58 168 86 80 43.2 25 0.28 0.35
2014 0.55 0.67 0.76 0.51 86 406 267 305 848 123 68 219 111 43 14.1 112 1.3 0.34
2015 0.3 0.66 0.26 0.26 100 506 392 128 978 174 53 274 71 13 10.2 17 0.17 0.36
2016 0.42 0.65 0.42 0.39 90 596 271 249 1227 186 78 344 135 103 41.4 26 0.29 0.35
2017 0.55 0.62 0.4 0.34 82 678 308 273 1500 190 104 399 136 85 31.1 8 0.1 0.35
2018 0.41 0.61 0.35 0.32 83 761 549 267 1767 172 70 446 143 75 28.1 28 0.34 0.35
2019 0.72 0.63 0.47 0.49 81 842 264 397 2164 165 118 441 217 85 21.4 57 0.7 0.36
2020 0.92 0.71 0.55 0.59 108 950 255 526 2690 164 151 436 256 115 21.9 33 0.31 0.76
2021 0.75 0.98 0.63 0.7 87 1037 130 650 3340 189 141 444 313 104 16 34 0.39 0.4
2022 0.59 0.76 0.43 0.61 58 1095 44 473 3813 195 115 441 269 42 8.9 15 0.26 0.24
2023 0.63 0.61 0.35 0.55 40 1135 6 401 4214 145 91 417 229 22 5.5 7 0.18 0.22
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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147
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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134
32018Spillovers 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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99
42017Geopolitical 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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99
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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77
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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70
72015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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57
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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45
92015Dynamic 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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43
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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43
112019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:201908.

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42
12Geopolitical 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
132011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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41
142015The 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
152015Incorporating 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
162010Bubbles 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
172011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

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32
182017The 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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31
192019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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31
202014Dutch 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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30
212014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428.

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28
222008Spatial 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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28
232012Do 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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27
242006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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27
252020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2020). GUPTA, RANGAN ; Gkillas, Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202068.

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26
262016Causal 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, Sheung ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674.

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26
272020Return 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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25
282020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024.

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25
292020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202044.

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25
302012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224.

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24
312020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043.

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23
322014Causal 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 ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201411.

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23
332019Predicting 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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22
342009Modelling 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
35House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data. (2011). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201116.

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21
362012THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs. (2012). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Bittencourt, Manoel ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201211.

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21
372018Information 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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21
382019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss. (2019). Gkillas, Konstantinos ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201903.

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21
392020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004.

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20
402016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Sornette, Didier ; Zhang, Qunzhi . In: Working Papers. RePEc:pre:wpaper:201606.

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20
412010Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy. (2010). Raputsoane, Leroi ; Naraidoo, Ruthira. In: Working Papers. RePEc:pre:wpaper:201005.

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20
422013Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies. (2013). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201306.

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20
432018Causality 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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19
442014Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Ranjbar, Omid ; GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201407.

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19
452020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009.

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19
462021Geopolitical 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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19
472016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201671.

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18
482019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201902.

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18
492008Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models. (2008). Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200830.

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18
502015Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests. (2015). Breitenbach, Marthinus ; Kemegue, Francis M. ; Zehirun, Mulatu F.. In: Working Papers. RePEc:pre:wpaper:201502.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#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.

Full description at Econpapers || Download paper

67
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.

Full description at Econpapers || Download paper

62
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

52
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

30
52019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:201908.

Full description at Econpapers || Download paper

23
62020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2020). GUPTA, RANGAN ; Gkillas, Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202068.

Full description at Econpapers || Download paper

21
72013Does 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

20
82020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043.

Full description at Econpapers || Download paper

18
92018Volatility 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

18
102021Geopolitical 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.

Full description at Econpapers || Download paper

18
112017Does 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

16
122022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202207.

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16
132019Domestic 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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16
142021Integration 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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15
152020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024.

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15
162020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202044.

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13
172021El 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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11
182019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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10
192022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202208.

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9
202019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201902.

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9
212021On 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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9
222020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009.

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8
232020Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090.

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8
242017The 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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8
252020Return 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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7
262020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models. (2020). Miller, Stephen ; GUPTA, RANGAN ; Marfatia, Hardik A ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202065.

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7
272018Information 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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7
282020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004.

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7
292019Predicting 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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7
302021Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries. (2021). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202106.

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7
312021Climate 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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7
322018The 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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6
332020Technical Efficiency of Provincial Public Healthcare in South Africa. (2020). Breitenbach, Marthinus ; Ngobeni, Victor ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202013.

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6
342022Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202210.

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352021Sentiment 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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362016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Sornette, Didier ; Zhang, Qunzhi . In: Working Papers. RePEc:pre:wpaper:201606.

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372015Dynamic 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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382020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015.

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392021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios. (2021). Wong, Wing-Keung ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202158.

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402021Bitcoin 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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412015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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422022Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions. (2022). Gupta, Rangan ; Bouri, Elie ; Shiba, Sisa ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202233.

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432016Periodically 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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442016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201639.

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452021The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach. (2021). Salisu, Afees ; GUPTA, RANGAN ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202153.

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462018Causality 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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472021Tail 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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482021Exchange Rate Jumps and Geopolitical Risks. (2021). GUPTA, RANGAN ; Vortelinos, Dimitrios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202171.

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

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502021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202135.

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Citing documents used to compute impact factor: 91
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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023The Role of Government Effectiveness in the Light of ESG Data at Global Level. (2023). LEOGRANDE, ANGELO ; Costantiello, Alberto ; Laureti, Lucio. In: MPRA Paper. RePEc:pra:mprapa:115998.

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2023Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309.

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2023Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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2023Transition risk, physical risk, and the realized volatility of oil and natural gas prices. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000910.

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2023
2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2023The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States. (2023). Gupta, Rangan ; Sheng, Xin ; Ji, Qiang. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:186-:d:1267655.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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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). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337.

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2023.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441.

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2023Geopolitical risk, financial system and natural resources extraction: Evidence from China. (2023). Teng, Yin-Pei ; Wang, Zhe ; Liu, Xianchang ; Wu, Shuzhao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003203.

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2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

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2023The influence of economic complexity processes and renewable energy on CO2 emissions of BRICS. What about industry 4.0?. (2023). Leitão, Nuno ; Balsalobre-Lorente, Daniel ; Cantos-Cantos, Jose Maria ; Leito, Nuno Carlos ; Dos, Clara Contente. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002581.

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2023Balancing natural resources, urbanization, and innovation for sustainable economic recovery in Asia. (2023). Zhu, Lingling. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004075.

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2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305.

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2023Fiscal Policy and Stock Markets at the Effective Lower Bound. (2023). Gupta, Rangan ; Caraiani, Petre ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202309.

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2023Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model. (2023). GUPTA, RANGAN ; Karmakar, Sayar ; Rognone, Lavinia ; Cepni, Oguzhan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001460.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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2023Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). Al-Faryan, Mamdouh Abdulaziz Sa ; Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Pui Kiew ; Yaya, Olaoluwa Simon ; Furuoka, Fumitaka. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478.

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2023Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Liu, Yuntong ; Zhang, Yifeng ; Wei, YU ; Wang, Qian. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432.

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2023
2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method. (2023). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Adeleke, Musefiu A ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003495.

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2023TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. (2023). Sarissa, Yakari ; Nesrin, Akbulut ; Yakup, Ari. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:1-23:n:20.

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2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

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2023The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence. (2023). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002161.

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2023
2023On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023Risk spillover in China’s real estate industry chain: a DCC-EGARCH-?CoVaR model. (2023). Zheng, Yuelong ; Wang, Lin ; Zhou, Liguo ; Chen, Xiaoyang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01934-1.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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2023Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5.

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2023Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets. (2023). Sohu, Jan Muhammad ; Alhussam, Mohammed Ismail ; Ali, Shoaib ; Memon, Bilal Ahmed ; Hongxing, Yao ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001555.

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2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

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2023A framework for maintaining sustainable energy use in Bitcoin mining through switching efficient mining hardware. (2023). Olcay, Goken Arkali ; Yazici, Ali Firat. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523000914.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2023GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

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2023.

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2023Causality analysis of the impacts of petroleum use, economic growth, and technological innovation on carbon emissions in Bangladesh. (2023). Hossain, Md Afzal ; Mahmood, Haider ; Murshed, Muntasir ; Rahaman, Md Atikur ; Chen, Xia. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222034521.

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2023Does External Debt Worsen Environmental Pollution? Evidence from Morocco. (2023). Qafas, Ahlam ; Bachegour, Hikma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-7.

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2023Natural resources and COP26 targets of developed countries: Pandemic perspective of natural resources extraction. (2023). Ni, Xiewen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004233.

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2023
2023
2023Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. (2023). Yousaf, Imran ; Ijaz, Muhammad Shahzad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003835.

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2023Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196.

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2023Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948.

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2023Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x.

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2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022.

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2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x.

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2023Heterogeneous and time varying nexus between climate change and quality of life in Africa. (2023). Lawal, Rodiat ; Seyingbo, Oluwagbenga ; Fagbemi, Temitope ; Adigun, Rasheed ; Oyekola, Olayinka ; Sakariyahu, Rilwan. In: Discussion Papers. RePEc:exe:wpaper:2308.

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2023Green development, climate risks, and cash flow: International evidence. (2023). Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872.

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2023Climate Risk Measures - A Review. (2023). Salisu, Afees ; Oloko, Tirimisiyu. In: Asian Economics Letters. RePEc:ayb:jrnael:81.

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2023Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202324.

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2023Tracking policy uncertainty under climate change. (2023). Lin, Boqiang ; Zhao, Hengsong. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004105.

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2023Climate uncertainty and marginal climate capital needs. (2023). Sakkas, Athanasios ; Angelidis, Timotheos ; Spiliotopoulos, George. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004324.

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2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326.

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2023Global climate change and commodity markets: A hedging perspective. (2023). Jin, Jiayu ; Han, Liyan ; Chen, Xinhui ; Jia, Shanghui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1393-1422.

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2023
2023Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158.

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2023Forecasting cryptocurrency returns with machine learning. (2023). Sultan, Jahangir ; Nekhili, Ramzi ; Liu, Yujun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000314.

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2023.

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2023
2023Industrial growth, health care policy uncertainty and carbon emissions: Do trade and tax policy uncertainties matter for sustainable development in the USA?. (2023). Ayad, Hicham ; Abbas, Shujaat ; Shahzad, Umer ; Jibir, Adamu ; Nakhli, Mohamed Sahbi. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:151-160.

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2023
2023
2023Household behavior and vulnerability to acute malnutrition in Kenya. (2023). Stauffer, Maxime ; Schenker, Laura ; Reul, Mirko ; Donnay, Karsten ; Schlager, Nina ; Bhavnani, Ravi ; Patel, Tirtha. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01547-8.

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2023Bibliometric Characteristics of Cryptocurrency through Citation Network Analysis. (2023). Mamilla, Rajesh ; Lavanya, Reganti. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:46-74.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122.

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2023
2023Economic disasters and inequality: a note. (2023). Ćorić, Bruno ; Gupta, Rangan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09543-3.

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2023Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney. In: Working Papers. RePEc:hhs:oruesi:2023_003.

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2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320.

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

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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 ; Bohlmann, Heinrich R ; Mosoma, Khumbuzile C. 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). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323.

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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). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337.

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

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2022Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies. (2022). Biyase, Mduduzi ; Chisadza, Carolyn. 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). Rognone, Lavinia ; Cepni, Oguzhan ; Gupta, Rangan ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202241.

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2022Climate Risks and State-Level Stock-Market Realized Volatility. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian ; 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 ; Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan. 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). Ma, Jun ; Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting. 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). Cepni, Oguzhan ; Christou, Christina ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202252.

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2022Economic Disasters and Inequality. (2022). Coric, Bruno ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202255.

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Recent citations received in 2021
YearCiting document
2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2021A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks. (2021). Salisu, Afees ; Aor, Raymond ; Okpe, Isah J. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:89-114.

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2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: Asian Economics Letters. RePEc:ayb:jrnael:40.

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2021Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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2021Handbook of Real Estate and Macroeconomics: An Introduction. (2021). Leung, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1137.

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2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

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2021Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429.

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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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2021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios. (2021). Wong, Wing-Keung ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457.

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2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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2021Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks. (2021). Wang, Li Ming ; Li, Chenguang ; Xue, Huidan ; Su, Wen-Hao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9297-:d:617223.

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2021Investigating COVID-19 News before and after the Soft Lockdown: An Example from Taiwan. (2021). Lai, Yu-Ting ; Chen, Su-Yen ; Kuo, Hsin-Yu. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11474-:d:658388.

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2021Government responses and COVID-19 deaths: Global evidence across multiple pandemic waves. (2021). Angrist, Noam ; Sridhar, Devi ; Phillips, Toby ; Petherick, Anna ; Majumdar, Saptarshi ; Kira, Beatriz ; Hale, Andrew J ; Zhang, Yuxi ; Webster, Samuel ; Thompson, Robin N. In: PLOS ONE. RePEc:plo:pone00:0253116.

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2021Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:109922.

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2021Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis. (2021). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202114.

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2021Forecasting Oil Price over 150 Years: The Role of Tail Risks. (2021). Salisu, Afees ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202120.

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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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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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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Karmakar, Sayar ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202133.

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2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202162.

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2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom. (2021). GUPTA, RANGAN ; Marfatia, Hardik A ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202168.

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2021Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty. (2021). GUPTA, RANGAN ; Ma, Feng ; Cepni, Oguzhan ; Wang, Jiqian. In: Working Papers. RePEc:pre:wpaper:202173.

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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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Recent citations received in 2020
YearCiting document
2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

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2020The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874.

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2020Global uncertainties and portfolio flow dynamics of the BRICS countries. (2020). Gul, Selcuk ; Epni, Ouzhan ; Yilmaz, Muhammed Hasan ; Hacihasanolu, Yavuz Selim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301501.

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2020Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806.

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2020Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns. (2020). Ozturk, Serda Selin. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:275-:d:442690.

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2020Global Healthcare Resource Efficiency in the Management of COVID-19 Death and Infection Prevalence Rates. (2020). Breitenbach, Marthinus ; Aye, Goodness C ; Ngobeni, Victor. In: MPRA Paper. RePEc:pra:mprapa:104814.

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2020The first 100 days of COVID-19 coronavirus – How efficient did country health systems perform to flatten the curve in the first wave?. (2020). Breitenbach, Marthinus ; Ayte, Goodness ; Ngobeni, Victor. In: MPRA Paper. RePEc:pra:mprapa:8872.

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2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100.

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2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104.

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2020Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:2020105.

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2020Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:2020107.

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2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051.

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2020Time-Varying Impact of Pandemics on Global Output Growth. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202062.

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2020The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202063.

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2020Economic Neoliberalism and African Development. (2020). Fosu, Augustin ; Gafa, Dede Woade ; Kwasifosu, Augustin. In: Working Papers. RePEc:pre:wpaper:202074.

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2020House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085.

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2020Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:202088.

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2020Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202091.

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2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence. (2020). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202096.

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2020The International Spillover Effects of US Monetary Policy Uncertainty. (2020). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Working Papers. RePEc:ris:msuecw:2020_008.

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