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Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
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Uncertainty and crude oil returns
Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 55 (2016), pp. 92-100
Persistent link: https://www.econbiz.de/10011663129
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Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza; Gupta, Rangan; Suleman, Tahir; Wohar, … - In: Energy economics 75 (2018), pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
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Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.; Pierdzioch, Christian; Gupta, Rangan; … - In: International review of financial analysis 83 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Energy economics 91 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
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Does the source of oil price shocks matter for South African stock returns? : a structural VAR approach
Gupta, Rangan; Modise, Mampho P. - In: Energy economics 40 (2013), pp. 825-831
Persistent link: https://www.econbiz.de/10010355560
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Has oil price predicted stock returns for over a century?
Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23
Persistent link: https://www.econbiz.de/10011533690
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Return connectedness across asset classes around the COVID-19 outbreak
Bouri, Elie; Cepni, Oguzhan; Gabauer, David; Gupta, Rangan - In: International review of financial analysis 73 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012803742
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Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69
Persistent link: https://www.econbiz.de/10011942945