SONALI DAS : Citation Profile

Are you SONALI DAS?

10

H index

10

i10 index

327

Citations

RESEARCH PRODUCTION:

11

Articles

19

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 27
   Journals where SONALI DAS has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 3 (0.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda321
   Updated: 2024-11-04    RAS profile: 2020-02-27    
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Relations with other researchers

Works with:

GUPTA, RANGAN (3)

Demirer, Riza (2)

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

Is cited by:

GUPTA, RANGAN (212)

Balcilar, Mehmet (35)

Miller, Stephen (33)

Kabundi, Alain (29)

Plakandaras, Vasilios (22)

Salisu, Afees (20)

Gogas, Periklis (19)

Papadimitriou, Theophilos (18)

Wohar, Mark (16)

Gil-Alana, Luis (14)

Simo-Kengne, Beatrice Desiree (13)

Cites to:

GUPTA, RANGAN (68)

Sims, Christopher (11)

Litterman, Robert (10)

Racine, Jeffrey (10)

Hassani, Hossein (9)

Stock, James (9)

Miller, Stephen (9)

Liu, Guangling (8)

Li, Qi (8)

Iacoviello, Matteo (7)

Kabundi, Alain (7)

Main data

Where SONALI DAS has published?

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

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

Recent works citing SONALI DAS (2024 and 2023)

YearTitle of citing document
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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2023Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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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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2024Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023The effect of political and bureaucratic regime changes on Australias real interest rate. (2023). Mishra, Ankita ; Tawadros, George B ; Moosa, Imad A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:124-136.

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2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

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2023Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Artificial Intelligence and Mathematical Models of Power Grids Driven by Renewable Energy Sources: A Survey. (2023). Lind, Pedro G ; Andreadakis, Zacharias E ; Kumarasamy, Suresh ; Srinivasan, Sabarathinam. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5383-:d:1194276.

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2023.

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2023Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y.

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2023Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819.

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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

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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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2023Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202335.

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2023.

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2023Policy uncertainty and stock market volatility revisited: The predictive role of signal quality. (2023). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321.

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Works by SONALI DAS:

YearTitleTypeCited
2008SPATIAL BAYESIAN METHODS OF FORECASTING HOUSE PRICES IN SIX METROPOLITAN AREAS OF SOUTH AFRICA In: South African Journal of Economics.
[Full Text][Citation analysis]		article25
2008Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2010CONVERGENCE OF METROPOLITAN HOUSE PRICES IN SOUTH AFRICA: A RE-EXAMINATION USING EFFICIENT UNIT ROOT TESTS In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article11
2009Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests.(2009) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2014Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach In: Economic Modelling.
[Full Text][Citation analysis]		article0
2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article86
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2009Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics.
[Full Text][Citation analysis]		article34
2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2018Unfulfilled expectations and the emergence of the EFF.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2015Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2018Interactive nonparametric analysis of nonlinear systems In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article46
2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2011Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting.
[Full Text][Citation analysis]		article16
2014Real interest rate persistence in South Africa: evidence and implications In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article6
2012Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012Real Interest Rate Persistence in South Africa: Evidence and Implications.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010Predicting Downturns in the US Housing Market: A Bayesian Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article27
2008Predicting Downturns in the US Housing Market: A Bayesian Approach.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2016Nonparametric Analysis of Complex Nonlinear Systems In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2008Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers.
[Citation analysis]		paper1
2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers.
[Citation analysis]		paper17
2009Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions? In: Working Papers.
[Citation analysis]		paper9
2010Bubbles in South African House Prices and their Impact on Consumption In: Working Papers.
[Citation analysis]		paper34
2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets In: Working Papers.
[Citation analysis]		paper1
2017Demand-side determinants of access to healthcare services: Empirical evidence from Africa In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Stock return predictability in South Africa: An Alternative Approach In: Working Papers.
[Full Text][Citation analysis]		paper4

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