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Working Papers / University of Pretoria, Department of Economics

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
29
Impact Factor (IF)
0.09
5 Years IF
0.11
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 36 0 0 0 0 0 0.35
2006 0 0.58 0.03 0 23 40 100 1 1 17 17 0 1 0.04 0.34
2007 0.1 0.51 0.06 0.1 24 64 71 4 5 40 4 40 4 0 0 0.29
2008 0.32 0.58 0.22 0.23 37 101 106 22 27 47 15 64 15 2 9.1 1 0.03 0.29
2009 0.25 0.58 0.39 0.18 31 132 105 52 79 61 15 101 18 4 7.7 7 0.23 0.33
2010 0.31 0.53 0.38 0.22 30 162 129 61 141 68 21 132 29 5 8.2 4 0.13 0.3
2011 0.33 0.61 0.29 0.21 35 197 211 56 198 61 20 145 30 21 37.5 6 0.17 0.37
2012 0.48 0.67 0.59 0.27 35 232 104 132 336 65 31 157 43 42 31.8 25 0.71 0.36
2013 0.83 0.65 0.62 0.51 88 320 342 188 533 70 58 168 86 81 43.1 27 0.31 0.34
2014 0.55 0.67 0.77 0.51 86 406 280 309 845 123 68 219 111 44 14.2 113 1.31 0.34
2015 0.3 0.65 0.27 0.26 100 506 433 134 981 174 53 274 72 13 9.7 17 0.17 0.36
2016 0.41 0.63 0.42 0.39 90 596 319 248 1229 186 77 344 133 104 41.9 27 0.3 0.34
2017 0.55 0.6 0.4 0.34 82 678 418 274 1503 190 104 399 136 85 31 8 0.1 0.34
2018 0.41 0.6 0.35 0.33 83 761 817 270 1773 172 70 446 146 75 27.8 28 0.34 0.34
2019 0.72 0.61 0.48 0.49 81 842 322 403 2176 165 118 441 218 85 21.1 57 0.7 0.35
2020 0.93 0.68 0.57 0.6 110 952 360 538 2714 164 152 436 263 117 21.7 34 0.31 0.72
2021 0.77 0.87 0.64 0.72 87 1039 264 665 3379 191 148 446 321 105 15.8 34 0.39 0.36
2022 0.6 0.66 0.46 0.63 58 1097 154 502 3881 197 119 443 277 45 9 17 0.29 0.21
2023 0.79 0.48 0.48 0.71 40 1137 71 542 4423 145 115 419 299 32 5.9 11 0.28 0.16
2024 0.76 0.47 0.42 0.51 50 1187 40 497 4920 98 74 376 192 40 8 6 0.12 0.18
2025 0.63 0.64 0.31 0.42 46 1233 9 383 5303 90 57 345 146 21 5.5 6 0.13 0.23
2026 0.09 0.06 0.11 17 1250 0 81 5384 96 9 281 30 3 3.7 0
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
12018On 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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235
22018Dynamic 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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231
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.

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177
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.

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148
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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91
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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82
72015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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69
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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66
92019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:201908.

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63
102017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

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53
112015Dynamic 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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49
122021Integration 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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46
132022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202207.

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46
142011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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46
152020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202024.

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44
16Geopolitical 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
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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40
182021Geopolitical 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: Working Papers. RePEc:pre:wpaper:202122.

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39
192019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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38
202015The 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
212015Incorporating 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
222014Dutch 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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36
232010Bubbles 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
242020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin. (2020). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202068.

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34
252020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202043.

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34
262011South Africas Electricity Consumption: A Sectoral Decomposition Analysis. (2011). Inglesi-Lotz, Roula ; Blignaut, James. In: Working Papers. RePEc:pre:wpaper:201105.

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33
272016Periodically Collapsing Bubbles in the South African Stock Market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201624.

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33
282020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202044.

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32
292016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Zhang, Qunzhi ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201606.

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31
302008Spatial 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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29
312014Forecasting the Price of Gold. (2014). Hassani, Hossein ; GUPTA, RANGAN ; Silva, Emmanuel Sirimal. In: Working Papers. RePEc:pre:wpaper:201428.

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29
322020Return 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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28
332023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Li, Haohua ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202301.

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28
342006Forecasting the South African Economy with VARs and VECMs. (2006). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:200618.

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27
352018Information 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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27
362020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202004.

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26
372012Do 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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26
382016Causal 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, Nikolai Sheung-Chi ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674.

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26
392020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202009.

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25
402018Causality 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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24
412013Interaction 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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24
422022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202208.

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24
432019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Sibande, Xolani ; Plastun, Alex ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201902.

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24
442019Predicting 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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23
452014Causal 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. In: Working Papers. RePEc:pre:wpaper:201411.

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23
462012Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Modise, Mampho P. ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201224.

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23
472013The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests. (2013). Simo-Kengne, Beatrice Desiree ; GUPTA, RANGAN ; Chang, Tsangyao. In: Working Papers. RePEc:pre:wpaper:201317.

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22
482009Modelling 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
492016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin. In: Working Papers. RePEc:pre:wpaper:201639.

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22
502017The 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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21
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018On 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

50
22018Dynamic 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

40
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

34
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

24
52023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Li, Haohua ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202301.

Full description at Econpapers || Download paper

17
62022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202207.

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14
72021Integration 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.

Full description at Econpapers || Download paper

10
82019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:201908.

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9
92018Volatility 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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9
102022Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ozturk, Serda Selin. In: Working Papers. RePEc:pre:wpaper:202215.

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9
112021Geopolitical 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: Working Papers. RePEc:pre:wpaper:202122.

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8
122023Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202318.

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7
132015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201518.

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7
142023Geopolitical Risk and Inflation Spillovers across European and North American Economies. (2023). GUPTA, RANGAN ; Gabauer, David ; Kinateder, Harald ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202304.

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7
152022Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models. (2022). GUPTA, RANGAN ; Bouri, Elie ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:202213.

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6
162020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202024.

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6
172024How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202405.

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6
182025Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024. (2025). GUPTA, RANGAN ; Polat, Onur ; Karmakar, Sayar ; Somani, Dhanashree. In: Working Papers. RePEc:pre:wpaper:202503.

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5
192018Information 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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5
202016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Zhang, Qunzhi ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201606.

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5
212013Does 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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5
222021On 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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4
232022Oil-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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4
242022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202208.

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4
252021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202175.

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4
262024Trouble Every Day: Monetary Policy in an Open Emerging Economy. (2024). Viegi, Nicola ; Ricco, Giovanni ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:pre:wpaper:202442.

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4
272020Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090.

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4
282024Extreme Weather Shocks and State-Level Inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202402.

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4
292021Bitcoin Mining Activity and Volatility Dynamics in the Power Market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202166.

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4
302016Periodically Collapsing Bubbles in the South African Stock Market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201624.

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3
312018Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data. (2018). GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201811.

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3
322006Investigating the Bank-Lending Channel in South Africa: A VAR Approach. (2006). Ground, Marc ; Ludi, Kirsten L.. In: Working Papers. RePEc:pre:wpaper:200604.

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3
332019Rise and Fall of Calendar Anomalies over a Century. (2019). Wohar, Mark ; Sibande, Xolani ; Plastun, Alex ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201902.

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3
342024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

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352024Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202419.

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362020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202043.

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3
372022Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Pienaar, Daniel. In: Working Papers. RePEc:pre:wpaper:202205.

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382023Fiscal Policy and Stock Markets at the Effective Lower Bound. (2023). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202309.

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3
392022Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty. (2022). GUPTA, RANGAN ; Shiba, Sisa ; Goswami, Samrat ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202249.

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402024Role of Inflation and Exchange Rates in Shaping the Countrys Food Security Landscape: Nigerias Food Price Puzzle. (2024). GUPTA, RANGAN ; Liao, Wenting ; Xiong, Rui. In: Working Papers. RePEc:pre:wpaper:202430.

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2
412010Role of Governance in Explaining Domestic Investment in Nigeria. (2010). Akanbi, Olusegun A.. In: Working Papers. RePEc:pre:wpaper:201010.

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2
422025Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks. (2025). GUPTA, RANGAN ; Balcilar, Mehmet ; Kutu, Kenny ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:202529.

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2
432005The Impact of Hosting a Major Sport Event on the South African Economy. (2005). Van Heerden, Jan ; Moses J. H. van Heerden, ; Bohlmann, H. R.. In: Working Papers. RePEc:pre:wpaper:200509.

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2
442021Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates. (2021). Majumdar, Anandamayee ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202150.

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452021Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202151.

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2
462019Domestic 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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2
472020Jumps 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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2
482013Interaction 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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2
492010Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting. (2010). Vermeulen, Cobus ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201001.

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2
502011Dynamic Effects of Monetary Policy Shocks in Malawi. (2011). Viegi, Nicola ; Ngalawa, Harold. In: Working Papers. RePEc:pre:wpaper:201112.

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2
Citing documents used to compute impact factor: 9
YearTitle
2026Decoding economic determinants of presidential approval: insights from macro-level machine learning models. (2026). Abdelatif, Youssuf. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:4:d:10.1007_s43546-026-01110-y.

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2026Abnormal weather shocks and US state level municipal bond returns. (2026). Cepni, Oguzhan ; Can, Ufuk ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:92:y:2026:i:c:s1544612326001224.

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2026Does climate policy uncertainty impact gold-mining stock returns? International evidence. (2026). Pastn-Henrquez, Boris ; Maquieira, Carlos P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000012.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2026Directional spillover effect and realized volatility forecasting: An extreme market regime switching model. (2026). Qu, Yong ; Yuan, Ying ; Wang, Xueqing. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325023608.

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2026Assessing the Impact of Climate Risks on Agricultural Commodity Prices in South Africa. (2026). Gupta, Rangan ; Das, Sonali ; van Eyden, Renee ; Kutu, Kenny. In: Working Papers. RePEc:pre:wpaper:202612.

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2026From Search to Signal: Dynamic Spillovers Between Biodiversity Attention and Climate Attention in South Africa. (2026). GUPTA, RANGAN ; Das, Sonali ; Polat, Onur ; Wingfield, Beverley Jane. In: Working Papers. RePEc:pre:wpaper:202613.

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2026Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles. (2026). Karmakar, Sayar ; Somani, Dhanashree ; Gupta, Rangan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202611.

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2026Monetary Policy Transmission in an Emerging Market: The Financial-Friction Channel VS The Interest-Rate Channel. (2026). Tobal, Martin ; Werner, Alejandro ; Menna, Lorenzo. In: Working Papers. RePEc:aoz:wpaper:394.

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Recent citations
Recent citations received in 2025
YearCiting document
2025Impact of CEO turnover on analyst earnings forecasts: A communication disruption perspective. (2025). Hao, Mengshu. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s154461232501030x.

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2025Supply bottlenecks and machine learning forecasting of international stock market volatility. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Plakandaras, Vasilios. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021841.

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2025Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Karmakar, Sayar ; Somani, Dhanashree. In: Working Papers. RePEc:pre:wpaper:202521.

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2025Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach. (2025). GUPTA, RANGAN ; Caporin, Massimiliano ; Torrent, Hudson S ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202526.

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2025The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach. (2025). GUPTA, RANGAN ; Chuang, O-Chia ; Bouri, Elie ; Li, Zhangying. In: Working Papers. RePEc:pre:wpaper:202528.

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2025Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States. (2025). Bonato, Matteo ; Cepni, Oguzhan ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202540.

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Recent citations received in 2024
YearCiting document
2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

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2024Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2024Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Polat, Onur ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:202436.

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2024Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450.

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Recent citations received in 2023
YearCiting document
2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Alonso, Daniel ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods. (2023). NEKHILI, Ramzi ; Choudhury, Tonmoy ; Kinateder, Harald ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002180.

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

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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Korzeb, Zbigniew ; Nistor, Simona ; Niedzioka, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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2023Quantifying the Economic Effects of Land Reform Policy in South Africa: A Computable General Equilibrium Analysis. (2023). van Eyden, Renee ; Ntombela, Sifiso M ; Mosoma, Khumbuzile C ; Bohlmann, Heinrich R. In: Working Papers. RePEc:pre:wpaper:202307.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202323.

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

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2023Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202336.

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2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202337.

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2023Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data. (2023). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202339.

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2023Analyzing volatility patterns in the Chinese stock market using partial mutual information-based distances. (2023). Feng, Ziyun ; Khoojine, Negar Sioofy ; Shadabfar, Mahboubeh. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:96:y:2023:i:12:d:10.1140_epjb_s10051-023-00628-6.

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