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Working Papers / University of Pretoria, Department of Economics

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
25
Impact Factor (IF)
0.58
5 Years IF
0.61
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 32 0 0 0 0 0 0.36
2006 0 0.59 0.03 0 23 40 91 1 1 17 17 0 1 0.04 0.34
2007 0.1 0.52 0.06 0.1 24 64 59 4 5 40 4 40 4 0 0 0.29
2008 0.32 0.59 0.22 0.23 37 101 101 22 27 47 15 64 15 2 9.1 1 0.03 0.29
2009 0.25 0.58 0.38 0.18 31 132 101 50 77 61 15 101 18 3 6 7 0.23 0.33
2010 0.32 0.52 0.38 0.22 30 162 120 60 138 68 22 132 29 5 8.3 4 0.13 0.3
2011 0.36 0.61 0.32 0.23 35 197 201 61 201 61 22 145 34 21 34.4 6 0.17 0.37
2012 0.48 0.68 0.6 0.27 35 232 100 132 341 65 31 157 43 42 31.8 25 0.71 0.36
2013 0.83 0.67 0.61 0.51 88 320 311 185 535 70 58 168 86 80 43.2 25 0.28 0.35
2014 0.55 0.67 0.76 0.51 86 406 263 305 843 123 68 219 111 43 14.1 112 1.3 0.34
2015 0.3 0.66 0.26 0.26 100 506 389 128 973 174 53 274 71 13 10.2 17 0.17 0.36
2016 0.42 0.65 0.42 0.39 90 596 266 249 1222 186 78 344 135 103 41.4 26 0.29 0.35
2017 0.55 0.62 0.4 0.34 82 678 296 273 1495 190 104 399 136 85 31.1 8 0.1 0.35
2018 0.41 0.62 0.35 0.32 83 761 516 266 1761 172 70 446 143 75 28.2 28 0.34 0.35
2019 0.72 0.63 0.47 0.49 81 842 258 396 2157 165 118 441 217 85 21.5 57 0.7 0.37
2020 0.92 0.72 0.55 0.59 108 950 242 525 2682 164 151 436 256 115 21.9 33 0.31 0.78
2021 0.74 0.99 0.62 0.7 87 1037 111 646 3328 189 140 444 311 104 16.1 34 0.39 0.41
2022 0.58 0.78 0.43 0.61 58 1095 32 467 3795 195 113 441 267 42 9 15 0.26 0.25
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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131
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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117
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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95
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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91
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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76
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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42
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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42
102011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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41
11Geopolitical 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
122019The 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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39
132017Does 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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39
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
172017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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31
182011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

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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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30
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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29
212012Do 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
222016Causal 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
232014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428.

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26
242006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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26
252008Spatial 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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26
262020Return 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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24
272012Do 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
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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24
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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24
302014Causal 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
312009Modelling 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
322020Spillovers 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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22
332012THE 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
342018Information 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
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
362019Forecasting 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
372019Predicting 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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21
382013Interaction 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
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
402020The 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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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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19
422014Testing 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
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
442020Investor 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
452006A BVAR Model for the South African Economy. (2006). GUPTA, RANGAN ; Sichei, Moses M.. In: Working Papers. RePEc:pre:wpaper:200612.

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18
462009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Working Papers. RePEc:pre:wpaper:200902.

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18
472019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201943.

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18
482008Forecasting 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
492016Does 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
502019Rise 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
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

89
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

80
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

64
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

60
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

33
62013Does 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

31
72017Does 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

24
82015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

Full description at Econpapers || Download paper

24
92020Return 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.

Full description at Econpapers || Download paper

24
102020The 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.

Full description at Econpapers || Download paper

23
112020The 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.

Full description at Econpapers || Download paper

22
122019Domestic Credit and Export Diversification: Africa from a Global Perspective. (2019). Fosu, Augustin ; Abass, Abdul Fatawu. In: Working Papers. RePEc:pre:wpaper:201924.

Full description at Econpapers || Download paper

22
132018Volatility 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

21
142020Spillovers 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
152020The 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
162019The 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.

Full description at Econpapers || Download paper

16
172015Dynamic 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.

Full description at Econpapers || Download paper

15
182020A 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.

Full description at Econpapers || Download paper

15
192020Investor 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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14
202021Geopolitical 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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14
212019Predicting 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.

Full description at Econpapers || Download paper

14
222019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201902.

Full description at Econpapers || Download paper

13
232016Geopolitical Risks and Stock Market Dynamics of the BRICS. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201648.

Full description at Econpapers || Download paper

13
242018Causality 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.

Full description at Econpapers || Download paper

12
252022The 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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12
262014Dutch 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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12
272021El 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
282018Information 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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11
292020Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090.

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11
302021Integration 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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11
312017The 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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10
322018Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis. (2018). Tiwari, Aviral ; Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201865.

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10
332020Estimating 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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9
342017The 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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9
352017The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757.

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362021Tail 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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8
372015Incorporating 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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382021Forecasting 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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8
392020Jumps 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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402020Technical 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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8
412021On 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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422016LPPLS 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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7
432017Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Christou, Christina ; Bouras, Christos. In: Working Papers. RePEc:pre:wpaper:201777.

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7
442022Persistence 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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7
452018The 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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7
462021The 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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6
472019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201943.

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6
482021Forecasting 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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6
492021Disaggregated 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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6
502011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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Citing documents used to compute impact factor: 113
YearTitle
2022Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2022). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie ; Gkillas, Konstantinos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:398-406.

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2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x.

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

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2022News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454.

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2022Predicting the changes in the WTI crude oil price dynamics using machine learning models. (2022). Mustafayev, Eldayag ; Guliyev, Hasraddin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200112x.

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2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Pienaar, Daniel ; Epni, Ouzhan. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Shao, Qinglong ; Li, Youshu ; Guo, Junjie. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227.

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2022Oil price shocks and yield curve dynamics in emerging markets. (2022). GUPTA, RANGAN ; Lucey, Brian ; Karahan, Cenk C ; Cepni, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623.

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2022Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa. (2022). van der Westhuizen, Chevaughn ; van Eyden, Renee ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202254.

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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2022Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty. (2022). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341.

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2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies. (2022). Demirer, Riza ; Gupta, Rangan ; Cepni, Oguzhan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202258.

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2022The Relationship between Electricity Prices and Household Welfare in South Africa. (2022). Mgxekwa, Bahle ; Qeqe, Bekithemba ; Kapingura, Forget. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:20:p:7794-:d:949199.

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2022Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jana, Rabin K ; Albulescu, Claudiu. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-022-04723-2.

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2022Health care quality in nonparametric efficiency studies: a review. (2022). Sommersguter-Reichmann, Margit. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:30:y:2022:i:1:d:10.1007_s10100-021-00774-1.

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2022The performance based budgeting as a catalyst for effective delivery of primary health care. (2022). Mangwanya, Maonei Gladys. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:11:y:2022:i:1:p:170-177.

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2022.

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2022Cambios en las escalas de equivalencia y niveles de bienestar para el período (1996/97-2017/18) en Argentina. (2022). Brillanti, Carla. In: Nülan. Deposited Documents. RePEc:nmp:nuland:3680.

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2022“Digital Gold” and geopolitics. (2022). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001331.

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2022The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk. (2022). Tunali, Ahmet ; Tekin, Hasan ; Polat, Ali ; Aysan, Ahmet Faruk. In: Working Papers. RePEc:hal:wpaper:hal-03638273.

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2022The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk. (2022). Tunali, Ahmet Semih ; Tekin, Hasan ; Polat, Ali Yavuz ; Aysan, Ahmet Faruk. In: MPRA Paper. RePEc:pra:mprapa:112741.

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2022Outliers and Time-Varying Jumps in the Cryptocurrency Markets. (2022). Bouri, Elie ; Dutta, Anupam. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:128-:d:766133.

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2022Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats. (2022). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem ; Jose, Ana Ercilia. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:5828-:d:813275.

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2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction. (2022). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng ; Wei, YU. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7.

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2022The nexus between bank connectedness and investors’ sentiment. (2022). Pochea, Maria Miruna ; Nioi, Mihai. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321004219.

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2022Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence. (2022). Zhai, Pengxiang ; Liu, Zhen Hua ; Ma, Rufei. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000354.

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2022The Impact of COVID-19 on Energy Start-Up Companies: The Use of Global Financial Crisis (GFC) as a Lesson for Future Recovery. (2022). Hamed, Tareq Abu ; Kadar, Jozsef ; Pilloni, Martina. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3530-:d:813561.

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2022Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008. (2022). Chang, Xiaochen ; Guo, Songlin ; Yu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005389.

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2022Oil price risk exposure of BRIC stock markets and hedging effectiveness. (2022). Naeem, Muhammad Abubakr ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad ; Saeed, Tareq. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04078-0.

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2022The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective. (2022). Gao, Wang ; Zhang, Haizhen ; Yang, Shixiong ; Li, Ting. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8452-:d:859875.

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2022ENERGY RESOURCES DECREASE AND IT IS NECESSARY TO CONSERVE AND SAVE THEM. (2022). Iacob, Stefan Virgil ; Anghel, Madalina-Gabriela ; Madalina - Gabriela Anghel, ; Anghelache, Constantin. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:4:p:158-164.

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2022Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005.

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2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6.

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2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

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2022.

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2022Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202201.

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2022Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190.

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2022Does political risk matter for gold market fluctuations? A structural VAR analysis. (2022). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Ding, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192200006x.

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

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2022Oil price volatility predictability based on global economic conditions. (2022). Lai, Xiaodong ; Guo, Yangli ; Ma, Feng ; Li, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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2022Climate risks and forecastability of the realized volatility of gold and other metal prices. (2022). Pierdzioch, Christian ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001295.

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2022Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2022Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll. (2022). Gupta, Rangan ; Bouri, Elie ; Salisu, Afees A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488.

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2022Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period. (2022). Raza, Syed ; Khan, Komal Akram ; Zhang, Hongyu ; Khaskheli, Asadullah. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003956.

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2022Oil price volatility forecasting: Threshold effect from stock market volatility. (2022). Zhang, Feipeng ; Qiao, Gaoxiu ; Chen, Yan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002311.

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2022Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Alola, Andrew A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974.

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2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001371.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2022Financial turbulence, systemic risk and the predictability of stock market volatility. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011.

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2022Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors. (2022). Mwamtambulo, Dorika Jeremiah ; Sharma, Aarzoo ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:477-:d:946341.

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2022Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis. (2022). Teplova, Tamara ; Umar, Zaghum ; Bossman, Ahmed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000184.

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2022US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646.

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2022Investors sentiments and the dynamic connectedness between cryptocurrency and precious metals markets. (2022). Oliyide, Johnson A ; Oyewole, Oluwatomisin J ; Fasanya, Ismail O. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:347-364.

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2022Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adegboyega, Soliu ; Adekoya, Oluwasegun ; Fasanya, Ismail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001656.

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2022Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test. (2022). Caporin, Massimiliano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002523.

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2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Dwumfour, Richard Adjei ; Gabauer, David ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000909.

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2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Chatziantoniou, Ioannis ; Gabauer, David ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

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2022COVID Social Distancing and the Poor: An Analysis of the Evidence for England. (2022). bell, clive ; Clive, Bell ; Parantap, Basu ; Huw, Edwards Terence. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:22:y:2022:i:1:p:211-240:n:1.

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2022Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x.

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2022Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets. (2022). Wei, Yunjie ; Wang, Shouyang ; Lu, Quanying ; Li, Yuze ; Jiang, Shangrong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001641.

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2022Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains. (2022). Yang, Cai ; Guo, Yaoqi ; Hong, Huojun ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:267-285.

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2022Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4.

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2022Ethereum synchronicity, upside volatility and Bitcoin crash risk. (2022). Luan, Zhiqian ; Ma, YU. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003573.

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2022Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. (2022). Vo, Xuan Vinh ; Kang, Sanghoon ; Mensi, Walid ; Shafiullah, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200126x.

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2022.

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2022Time-varying dependence of Bitcoin. (2022). le Fur, Eric ; Haffar, Adlane. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:211-220.

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2022The growth of oil futures in China: Evidence of market maturity through global crises. (2022). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863.

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2022The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708.

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2022Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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2022Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624.

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2022Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Ma, Feng ; Guo, Qiang ; Ghani, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1180-1189.

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2022Evaluating the performance of futures hedging using factors-driven realized volatility. (2022). Zhang, Nan ; Gong, Xue ; Li, Yanyan ; Yu, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003623.

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2022Analysis of the Impact of the COVID-19 Crisis on the Hungarian Employees. (2022). Antalik, Imrich ; Krupanszki, Kornel ; Karacsony, Peter. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:1990-:d:745926.

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2022Economic growth and labour market in the European Union: lessons from COVID-19. (2022). Privara, Andrej. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:2:p:355-377.

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2022Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003809.

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2022The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model. (2022). Salisu, Afees A ; Bouri, Elie ; Nel, Jacobus ; Gupta, Rangan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427.

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2022The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective. (2022). Wang, Yizhi ; Chen, Yongfei ; Zhang, Jiahao ; Wei, YU. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222018485.

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2022Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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2022Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves. (2022). Iqbal, Sajid ; Saydaliev, Hayot Berk ; Liu, Zhen ; Yang, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001374.

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

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2022Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158.

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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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2022Global tail risk and oil return predictability. (2022). Ma, Feng ; Lu, Xinjie ; Zeng, Qing ; Qian, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001027.

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

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

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2022Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14.

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2022Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries. (2022). GUPTA, RANGAN ; van Eyden, Renee ; Bouri, Elie ; Nielsen, Joshua. In: Working Papers. RePEc:pre:wpaper:202256.

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2022Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). Nielsen, Joshua ; Karmakar, Sayar ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202228.

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

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2022Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?. (2022). Chen, Zhonglu ; Li, Xiafei ; Bai, Jiancheng ; Yan, Xiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005286.

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2022Emerging Trends in Energy Economics. (2022). Papadimitriou, Theophilos ; Gogas, Periklis. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5212-:d:865753.

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2022Value-at-risk and the cross section of emerging market hedge fund returns. (2022). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028321000910.

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2022On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data. (2022). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:202212.

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2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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2022Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2022). Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Piu Kiew ; Yaya, Olaoluwa S ; Furuoka, Fumitaka. In: MPRA Paper. RePEc:pra:mprapa:117003.

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2022Nowcasting the Maltese economy with a dynamic factor model. (2022). Ruisi, Germano ; Ellul, Rueben . In: CBM Working Papers. RePEc:mlt:wpaper:0222.

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2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Cepni, Oguzhan ; Bonato, Matteo ; Gupta, Rangan ; Wang, Shixuan. In: Working Papers. RePEc:pre:wpaper:202219.

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2022Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach. (2022). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001843.

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2022Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts. (2022). Liow, Kim Hiang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:234-:d:824016.

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2022Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine. (2022). Dai, Yuhui ; Fareed, Zeeshan ; Bouri, Elie ; Wang, Yihan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002999.

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2022Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001106.

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2022International Natural Gas Price Trends Prediction with Historical Prices and Related News. (2022). Liang, Yanchun ; Wang, Aoqing ; Guan, Renchu ; Han, Xiaosong ; Fu, Jiasheng. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3573-:d:814831.

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2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal. (2022). Gupta, Rangan ; Demirer, Riza ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:202239.

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2022Is there a Kuznets curve for forest product footprint? – empirical evidence from India. (2022). Farooq, Umar ; Dar, Arif. In: Forest Policy and Economics. RePEc:eee:forpol:v:144:y:2022:i:c:s1389934122001630.

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2022The Macroeconomic Results of Diligent Resource Revenues Management: The Norwegian Case. (2022). Perifanis, Theodosios Anastasios. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1429-:d:750521.

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2022Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases. (2022). GUPTA, RANGAN ; Cunado, Juncal ; Shiba, Sisa. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:1:p:18-:d:717834.

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2022Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model. (2022). Fareed, Zeeshan ; Shahzad, Farrukh ; Irfan, Muhammad ; Iqbal, Najaf ; Chen, Ruoyu. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001660.

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2022Income and household energy consumption in a transition economy: The case of Uzbekistan. (2022). Mozumder, Pallab ; Ahunov, Muzaffarjon ; Kakhkharov, Jakhongir. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s0360544222009884.

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Recent citations
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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2019Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/020.

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2019Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/033.

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2019Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Asongu, Simplice ; Nting, Rexon T ; Orim, Stella-Maris I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/035.

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2019Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/036.

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2019Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/044.

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2019The persistence of global terrorism. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/053.

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2019Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/020.

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2019Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/033.

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2019Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/035.

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2019Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/036.

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2019Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/044.

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2019Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/020.

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2019Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/033.

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2019Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/035.

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2019Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/036.

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2019Insurance Policy Thresholds for Economic Growth in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/037.

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2019Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/044.

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2019The persistence of global terrorism. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/053.

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2019Inequality, information technology and inclusive education in sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:146:y:2019:i:c:p:380-389.

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2019Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/020.

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2019Inequality Thresholds, Governance and Gender Economic Inclusion in sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/033.

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2019Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Nting, Rexon ; Asongu, Simplice ; Orim, Stella-Maris I. In: Working Papers. RePEc:exs:wpaper:19/035.

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2019Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/036.

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2019Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/044.

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2019The persistence of global terrorism. (2019). Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/053.

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2019Taxation, foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101085.

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2019Remittances, the Diffusion of Information and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101090.

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2019Income Levels, Governance and Inclusive Human Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101134.

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2019Insurance Policy Thresholds for Economic Growth in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101135.

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2019Financial Access, Governance and Insurance Sector Development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101520.

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2019Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa. (2019). Asongu, Simplice ; Nnanna, Joseph ; Nting, Rexon. In: MPRA Paper. RePEc:pra:mprapa:101534.

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2019The persistence of global terrorism. (2019). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101536.

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2019Inequality and Gender Inclusion: Minimum ICT Policy Thresholds for Promoting Female Employment in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:101919.

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2019Measuring Macroeconomic Uncertainty in Zimbabwe. (2019). Bonga, Wellington. In: MPRA Paper. RePEc:pra:mprapa:94759.

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2019Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201941.

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2019Historical Evolution of Monthly Anomalies in International Stock Markets. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201950.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages. (2019). GUPTA, RANGAN ; Yilmaz, Hasan M ; Guney, Ethem I ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201957.

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2019Price Gap Anomaly in the US Stock Market: The Whole Story. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201963.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Gold, Platinum and the Predictability of Bond Risk Premia. (2019). GUPTA, RANGAN ; Demirer, Riza ; Wohar, Mark E ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201967.

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2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972.

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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978.

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2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201980.

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2019Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Working Papers. RePEc:pre:wpaper:201982.

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2019Taxation,foreign aid and political governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25396.

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2019Inequality thresholds,Governance and gender economic inclusion in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25569.

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2019Income levels,governance and inlusive human development in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25589.

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